{
 "metadata": {
  "signature": "sha256:e01bfcbb604abcfa1b20e10ab049beb7d5d5cf1e836c3cc5d43bd68c0204d782"
 },
 "nbformat": 3,
 "nbformat_minor": 0,
 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "markdown",
     "id": "F2F5D36C85C249DBBDE301A46592D692",
     "metadata": {},
     "source": [
      "```python\n",
      "\u4f5c\u8005\uff1aLei\n",
      "\u7f16\u8f91\uff1a\u8499\u725b\n",
      "\u611f\u8c22\uff1a\u4f18\u77ff\u56e2\u961f\uff08service.uqer@datayes.com\uff09\n",
      "\n",
      "\u7248\u672c\u5386\u53f2\uff1a\n",
      "V1.0\uff0c2016-10-15\uff0c\u6587\u7ae0\u4e0a\u7ebf\n",
      "V1.1\uff0c2017-09-25\uff0c\u5347\u7ea7\u7b56\u7565\u5199\u6cd5\u4e3aQuartz3\n",
      "```\n",
      "---\n",
      "> \n",
      "> \u5747\u7ebf\u7a81\u7834\u7b56\u7565\u5229\u7528\u5747\u7ebf\u7684\u7a81\u7834\u6765\u4ea7\u751f\u4ea4\u6613\u4fe1\u53f7\uff0c\u4ee5\u53cc\u5747\u7ebf\u7a81\u7834\u7b56\u7565\u4e3a\u4f8b\uff0c\u4ecb\u7ecd\u8be5\u7c7b\u578b\u7b56\u7565\u7684\u5199\u6cd5\u3002\n",
      "> "
     ]
    },
    {
     "cell_type": "markdown",
     "id": "4A72567470E649E79FD326352FA86AC4",
     "metadata": {},
     "source": [
      "# \u76ee\u5f55\n",
      "---\n",
      "\n",
      " 1. \u6982\u8ff0\n",
      " 2. \u8d8b\u52bf\u4ea4\u6613\u8005\u6536\u76ca\u5206\u6790\n",
      " 3. \u53cc\u5747\u7ebf\u7a81\u7834 - \u65e0\u6b62\u76c8\u6b62\u635f\n",
      " 4. \u53cc\u5747\u7ebf\u7a81\u7834 - \u9644\u5e26\u6b62\u76c8\u6b62\u635f"
     ]
    },
    {
     "cell_type": "markdown",
     "id": "FD949D7AA8D84BB39F20F9BDD2B59D52",
     "metadata": {},
     "source": [
      "# 1. \u6982\u8ff0\n",
      "\u5728\u6295\u8d44\u5e02\u573a\u4e2d\uff0c\u8d8b\u52bf\u5f62\u6001\u53ef\u7b80\u5355\u5206\u4e3a\u4e09\u79cd\uff1a\u4e0a\u5347\u8d8b\u52bf\u3001\u4e0b\u964d\u8d8b\u52bf\u548c\u9707\u8361\u8d8b\u52bf\u3002\u8d8b\u52bf\u8ddf\u968f\u662f\u4e00\u79cd\u57fa\u4e8e\u4ef7\u91cf\u5206\u6790\u7684\u6295\u8d44\u65b9\u5f0f\uff0c\u5176\u57fa\u672c\u7b56\u7565\u662f\u5728\u8d8b\u52bf\u5f00\u59cb\u5f62\u6210\u65f6\u9009\u62e9\u8d8b\u52bf\u65b9\u5411\u4e70\u5165\uff0c\u7b49\u5f85\u8d8b\u52bf\u7ed3\u675f\u540e\u5356\u51fa\u3002\u8d8b\u52bf\u8ddf\u968f\u901a\u5e38\u7528\u4f5c\u4e2d\u957f\u7ebf\u7b56\u7565\u6216\u8005\u5468\u671f\u8f83\u957f\u7684\u77ed\u7ebf\u7b56\u7565\uff08\u4e09\u4e94\u5929\u5de6\u53f3\uff09\uff0c\u5f88\u5c11\u5e94\u7528\u5728\u4ea4\u6613\u9891\u7387\u8f83\u9ad8\u7684\u65e5\u5185\u4ea4\u6613\u4e2d\u3002\u9274\u4e8e\u8d8b\u52bf\u8ddf\u968f\u8d5a\u53d6\u7684\u662f\u5e02\u573a\u5927\u6da8\u6216\u5927\u8dcc\u72b6\u6001\u4e0b\u7684\u94b1\uff0c\u5728\u957f\u671f\u76d8\u6574\u7684\u9707\u8361\u8d8b\u52bf\u4e2d\uff0c\u4e0d\u9002\u5408\u914d\u7f6e\u8d8b\u52bf\u8ddf\u968f\u7b56\u7565\u3002\u8d8b\u52bf\u8ddf\u968f\u7b56\u7565\u5386\u53f2\u4e45\u8fdc\uff0c\u6709\u5f88\u591a\u8457\u540d\u7684\u8d8b\u52bf\u8ddf\u968f\u7cfb\u7edf\u4e3a\u806a\u660e\u7684\u6295\u8d44\u8005\u5e26\u6765\u4e86\u5de8\u5927\u7684\u8d22\u5bcc\uff0c\u5982\u6d77\u9f9f\u4ea4\u6613\u6cd5\u5219\u3001$\\small{Dual\\ Thrust} $\u4ea4\u6613\u6cd5\u5219\u3001\u5404\u7c7b\u7a81\u7834\u4ea4\u6613\u6cd5\u5219\u7b49\u3002"
     ]
    },
    {
     "cell_type": "markdown",
     "id": "CF7C77889F4F4E698F3973059D3AE89C",
     "metadata": {},
     "source": [
      "# 2. \u8d8b\u52bf\u4ea4\u6613\u8005\u6536\u76ca\u5206\u6790\n",
      "\u671f\u8d27\u5e02\u573a\u662f\u96f6\u548c\u535a\u5f08\uff0c\u6709\u76c8\u6709\u4e8f\uff0c\u6295\u673a\u5546\u5176\u5b9e\u662f\u5728\u53c2\u4e0e\u4e00\u573a\u6709\u6280\u672f\u542b\u91cf\u7684\u8d4c\u535a\u3002\u5728\u8d4c\u573a\u4e2d\uff0c\u901a\u5e38\u4f18\u52bf\u5728\u5e84\u5bb6\u4e00\u8fb9\uff0c\u56e0\u4e3a\u5e84\u5bb6\u53ef\u4ee5\u638c\u63e1\u66f4\u591a\u7684\u8d44\u6e90\uff0c\u53ef\u4ee5\u66f4\u6709\u529b\u7684\u5f71\u54cd\u5e02\u573a\u3002\u56e0\u6b64\u8001\u7ec3\u7684\u73a9\u5bb6\u4eec\u5728\u5927\u591a\u6570\u65f6\u95f4\u90fd\u73a9\u7684\u5f88\u5c0f\uff0c\u9759\u5f85\u65f6\u673a\uff0c\u7b49\u5230\u786e\u4fdd\u5927\u6982\u7387\u60c5\u51b5\u4e0b\u7684\u76c8\u5229\u52bf\u5934\u540e\u518d\u52a0\u5927\u8d4c\u6ce8\uff0c\u4ece\u5e02\u573a\u4e2d\u83b7\u5229\u3002\u671f\u8d27\u5e02\u573a\u4e2d\uff0c\u96c6\u4f53\u7684\u529b\u91cf\u4f1a\u6784\u6210\u8d8b\u52bf\u7684\u5f62\u6210\uff0c\u901a\u5e38\u60c5\u51b5\u4e0b\u7684\u5927\u7b14\u76c8\u5229\u4e5f\u90fd\u6765\u6e90\u4e8e\u8fd9\u79cd\u8d8b\u52bf\u3002\u8d8b\u52bf\u4ea4\u6613\u8005\u4ee5\u6982\u7387\u7684\u89d2\u5ea6\u53bb\u770b\u5f85\u95ee\u9898\uff0c\u4ece\u5386\u53f2\u6570\u636e\u4e2d\u5224\u65ad\u6982\u7387\u89d2\u5ea6\u4e0a\u6709\u5229\u7684\u64cd\u4f5c\u65b9\u5f0f\uff0c\u9075\u4ece\u6700\u5927\u6982\u7387\u539f\u5219\u987a\u52bf\u800c\u4e3a\uff0c\u907f\u514d\u9884\u6d4b\u672a\u6765\uff0c\u8fd9\u6837\u624d\u80fd\u5728\u957f\u8fdc\u7684\u4ea4\u6613\u4e2d\u53d6\u80dc\u3002\u5f53\u8bc4\u5224 CTA \u7b56\u7565\u7684\u6536\u76ca\u8868\u73b0\u65f6\uff0c\u53ef\u4ee5\u7c97\u7565\u5c06\u67d0\u7b56\u7565\u7684\u6536\u76ca\u62c6\u89e3\u4e3a\u4e24\u90e8\u5206\uff0c\u5982\u4e0b\u5f0f\uff1a\n",
      "$$R = k * r_{w_l}r_{w_r}$$\n",
      "* $R$\u4ee3\u8868\u7b56\u7565\u6536\u76ca\uff0c$r_{w_l}$\u4ee3\u8868\u76c8\u4e8f\u6bd4\uff0c$r_{w_r}$\u4ee3\u8868\u80dc\u7387\uff0c $k$\u4ee3\u8868\u6b63\u5219\u7cfb\u6570\n",
      "* $r_{w_r}$ | \u80dc\u7387\uff1a \u4ea4\u6613\u4e2d\u76c8\u5229\u6b21\u6570\u7684\u5360\u6bd4\n",
      "* $r_{w_l}$ | \u76c8\u4e8f\u6bd4\uff1a \u76c8\u4e8f\u6bd4\u662f\u4e00\u4e2a\u4ea4\u6613\u6bb5\u4e2d\u76c8\u5229\u6570\u989d\u548c\u4e8f\u635f\u6570\u989d\u7684\u6bd4\u503c\n",
      "\n",
      "\u5bf9\u4e8e\u4e0d\u540c\u7c7b\u578b\u4f46\u8868\u73b0\u76f8\u5f53\u7684\u7b56\u7565\uff0c\u5176\u6536\u76ca\u6765\u6e90\u53ef\u80fd\u4f1a\u6709\u5f88\u5927\u7684\u5dee\u522b\u3002\u6709\u7684\u7b56\u7565\u91cd\u5728\u9ad8\u76c8\u4e8f\u6bd4 $r_{w_l}$\uff0c\u5728\u5176\u4ea4\u6613\u4e2d\u53ef\u80fd\u6709\u7684\u4ea4\u6613\u662f\u4e8f\u94b1\u7684\uff0c\u4f46\u662f\u4e8f\u5c0f\u8d5a\u5927\uff0c\u603b\u4f53\u671f\u671b\u662f\u8d5a\u94b1\u7684\uff0c\u901a\u5e38\u8d8b\u52bf\u7b56\u7565\u5c5e\u4e8e\u8fd9\u4e00\u7c7b\uff1b\u6709\u7684\u7b56\u7565\u91cd\u5728\u9ad8\u80dc\u7387 $r_{w_r}$\uff0c\u5728\u4ea4\u6613\u6b21\u6570\u8f83\u591a\u7684\u60c5\u51b5\u4e0b\uff0c\u603b\u4f53\u662f\u80fd\u8d5a\u94b1\u7684\uff0c\u53cd\u8f6c\u7b56\u7565\u6709\u4e0d\u5c11\u5c5e\u4e8e\u8fd9\u4e00\u7c7b\u3002\u8d8b\u52bf\u4ea4\u6613\u8005\u7684\u4fe1\u4ef0\u5728\u4e8e\uff1a\n",
      "* \u8fd8\u4e0d\u9519\u7684\u80dc\u7387\uff1a\u4f7f\u7528\u201c\u8fd8\u4e0d\u9519\u201d\u505a\u5f62\u5bb9\uff0c\u65e8\u5728\u8868\u660e\u8d8b\u52bf\u7b56\u7565\u901a\u5e38\u8ffd\u6c42\u76c8\u4e8f\u6bd4\u800c\u975e\u80dc\u7387\u3002\u80dc\u7387\u5728 40% \u4ee5\u4e0a\u7684\u8d8b\u52bf\u7b56\u7565\uff0c\u53ea\u8981\u76c8\u4e8f\u6bd4\u591f\u9ad8\uff0c\u957f\u671f\u671f\u671b\u4e0b\u4e5f\u662f\u8d5a\u94b1\u7684\u3002 \n",
      "* \u8f83\u9ad8\u7684\u76c8\u4e8f\u6bd4\uff1a\u8d8b\u52bf\u7b56\u7565\u8d5a\u5e02\u573a\u5927\u6da8\u5927\u8dcc\u7684\u94b1\uff0c\u901a\u5e38\u8ffd\u6c42\u8f83\u9ad8\u7684\u76c8\u4e8f\u6bd4\u6765\u8fbe\u5230\u76c8\u5229\u7684\u76ee\u7684\u3002\u8d8b\u52bf\u5f62\u6210\u65f6\u901a\u8fc7\u6301\u4ed3\u6216\u52a0\u4ed3\u6765\u6269\u5927\u6536\u76ca\uff0c\u8d8b\u52bf\u7ed3\u675f\u65f6\u6216\u65b9\u5411\u5224\u65ad\u9519\u8bef\u65f6\u53ca\u65f6\u6b62\u635f\uff0c\u53ef\u83b7\u5f97\u8f83\u9ad8\u7684\u76c8\u4e8f\u6bd4\u3002"
     ]
    },
    {
     "cell_type": "markdown",
     "id": "99441BD4E53C49128656124DD5200744",
     "metadata": {},
     "source": [
      "# 3. \u53cc\u5747\u7ebf\u7a81\u7834 - \u65e0\u6b62\u76c8\u6b62\u635f\n",
      "\u5229\u7528\u77ed\u671f\u5747\u7ebf $MA\\_{S}$ \u548c\u957f\u671f\u5747\u7ebf$MA\\_{L}$\u751f\u6210\u5f00\u5e73\u4ed3\u4fe1\u53f7\uff1a\n",
      "* $MA\\_{S}$\u4e0a\u7a7f$MA\\_{L}$\uff0c\u5f62\u6210\u505a\u591a\u4fe1\u53f7\uff0c\u4e70\u5165\u5f00\u4ed3\uff1b\n",
      "* $MA\\_{S}$\u4e0b\u7a7f$MA\\_{L}$\uff0c\u5f62\u6210\u505a\u7a7a\u4fe1\u53f7\uff0c\u5356\u51fa\u5f00\u4ed3\u3002"
     ]
    },
    {
     "cell_type": "strategy",
     "collapsed": false,
     "has_detail": true,
     "id": "35D9B199DACC4C84841003A2AB5C698B",
     "input": "#**********************************************#\n# \u53cc\u5747\u7ebf\u7a81\u7834\u7b56\u7565 - \u65e0\u6b62\u76c8\u6b62\u635f\n# \u77ed\u5468\u671f MA \u4e0a\u7a7f\u957f\u5468\u671f MA\uff0c\u5f62\u6210\u505a\u591a\u4fe1\u53f7\uff0c\u4e70\u5165\u5f00\u4ed3\uff1b\n# \u77ed\u5468\u671f MA \u4e0b\u7a7f\u957f\u5468\u671f MA\uff0c\u5f62\u6210\u505a\u7a7a\u4fe1\u53f7\uff0c\u5356\u51fa\u5f00\u4ed3\uff1b\n#**********************************************#\nimport talib\nimport pandas as pd\nimport numpy as np\nimport quartz_futures as qf\nfrom quartz_futures.api import *\n\n### \u53c2\u6570\u521d\u59cb\u5316\nuniverse = ['RBM0']               # \u7b56\u7565\u8bc1\u5238\u6c60\nstart = '2013-07-01'\nend   = '2017-03-31'\nrefresh_rate = 1                 # \u8c03\u4ed3\u5468\u671f\nfreq = 'd'                          # \u8c03\u4ed3\u9891\u7387\uff1as -> \u79d2\uff1bm-> \u5206\u949f\uff1bd-> \u65e5\uff1b\n\n## \u81ea\u52a8\u751f\u6210\u4fdd\u8bc1\u91d1\u6bd4\u4f8b\uff1a margin_rate\nmargin_ratio = DataAPI.FutuGet(ticker = universe, field = ['ticker','tradeMarginRatio'], pandas = '1')\nmargin_rate = dict(zip(margin_ratio.ticker.tolist(), [0.01*index for index in margin_ratio.tradeMarginRatio.tolist()]))\n\naccounts = {\n    'futures_account': AccountConfig(account_type='futures', capital_base=10000, margin_rate=margin_rate)\n}\n\n### \u7b56\u7565\u521d\u59cb\u5316\u51fd\u6570\uff0c\u4e00\u822c\u7528\u4e8e\u8bbe\u7f6e\u8ba1\u6570\u5668\uff0c\u56de\u6d4b\u8f85\u52a9\u53d8\u91cf\u7b49\u3002\ndef initialize(context):\n    pass\n    \n### \u56de\u6d4b\u8c03\u4ed3\u903b\u8f91\uff0c\u6bcf\u4e2a\u8c03\u4ed3\u5468\u671f\u8fd0\u884c\u4e00\u6b21\uff0c\u53ef\u5728\u6b64\u51fd\u6570\u5185\u5b9e\u73b0\u4fe1\u53f7\u751f\u4ea7\uff0c\u751f\u6210\u8c03\u4ed3\u6307\u4ee4\u3002\ndef handle_data(context):    \n    futures_account = context.get_account('futures_account')\n    if main_contract_mapping_changed(context, futures_account):\n        return\n    \n    symbol = context.get_symbol('RBM0')\n    amount = 1\n    \n    current_long = futures_account.get_positions().get(symbol, dict()).get('long_amount', 0)\n    current_short= futures_account.get_positions().get(symbol, dict()).get('short_amount', 0)\n    \n    history_data = context.history(symbol=symbol, attribute=['closePrice', 'openPrice', 'lowPrice', 'highPrice'], time_range=30, freq='1d')[symbol]\n\n    MA_S = talib.MA(history_data['closePrice'].apply(float).values, timeperiod = 5)\n    MA_L = talib.MA(history_data['closePrice'].apply(float).values, timeperiod = 10)\n    if MA_S[-1] > MA_L[-1] and MA_S[-2] < MA_L[-2]:\n        if current_short > 0:\n            futures_account.order(symbol, current_short, 'close')\n        if current_long < amount:\n            futures_account.order(symbol, amount, 'open')\n\n    if MA_S[-1] < MA_L[-1] and MA_S[-2] > MA_L[-2]:\n        if current_long > 0:\n            futures_account.order(symbol, -current_long, 'close')\n        if current_short < amount:\n            futures_account.order(symbol, -amount, 'open')           \n            \n\ndef main_contract_mapping_changed(context, futures_account):\n    '''\n        \u5904\u7406\u79fb\u4ed3\u6362\u6708\u7684\u60c5\u51b5\n    '''\n    if context.mapping_changed('RBM0'):\n        symbol_before, symbol_after = context.get_rolling_tuple('RBM0')\n        if futures_account.get_position(symbol_before):\n            futures_account.switch_position(symbol_before, symbol_after)\n            return True\n        \n    return False",
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 4,
       "text": "'{\"information\": 0.09798, \"benchmark_cumulative_return\": {\"1419897600000\": 0.5711565726, \"1398038400000\": -0.0060845936, \"1477008000000\": 0.5121691871, \"1440460800000\": 0.3827463829, \"1468368000000\": 0.4917787553, \"1408492800000\": 0.0752053948, \"1402876800000\": -0.0039897484, \"1473292800000\": 0.5175421696, \"1435104000000\": 1.2175939727, \"1405900800000\": -0.0156045514, \"1459468800000\": 0.4640718155, \"1477440000000\": 0.52446561, \"1486944000000\": 0.5614889305, \"1377043200000\": 0.0490539116, \"1375315200000\": 0.0203213611, \"1458864000000\": 0.453130453, \"1469059200000\": 0.4779895848, \"1384992000000\": 0.0951314163, \"1415232000000\": 0.1387914425, \"1420761600000\": 0.6116766032, \"1399420800000\": -0.0287734477, \"1476057600000\": 0.4967777556, \"1429488000000\": 1.0548204159, \"1458604800000\": 0.4658417551, \"1379980800000\": 0.1105360259, \"1389744000000\": 0.0037716301, \"1449187200000\": 0.6711465755, \"1469664000000\": 0.4637273702, \"1419552000000\": 0.5658353933, \"1472688000000\": 0.500280373, \"1433721600000\": 1.4328149993, \"1374192000000\": -0.0046168387, \"1478476800000\": 0.5252799186, \"1427760000000\": 0.8409190054, \"1420588800000\": 0.6557864985, \"1442361600000\": 0.5037661771, \"1384300800000\": 0.0397520721, \"1450828800000\": 0.7569348008, \"1480550400000\": 0.6199996365, \"1409011200000\": 0.0560973171, \"1406678400000\": 0.0551521376, \"1396569600000\": -0.0068934492, \"1437696000000\": 0.8977565617, \"1442448000000\": 0.4709352734, \"1407888000000\": 0.0719154428, \"1488931200000\": 0.5671491021, \"1490659200000\": 0.5767273611, \"1385078400000\": 0.0896648248, \"1375660800000\": 0.0353033663, \"1471219200000\": 0.5420168678, \"1456704000000\": 0.3075591646, \"1483660800000\": 0.5212242802, \"1403049600000\": -0.0183582958, \"1458172800000\": 0.4196797295, \"1380499200000\": 0.0946997237, \"1401753600000\": -0.0230478406, \"1400112000000\": -0.0257016141, \"1481587200000\": 0.5472935146, \"1446422400000\": 0.5795232296, \"1484265600000\": 0.5086120401, \"1486512000000\": 0.537410935, \"1405382400000\": -0.0116602443, \"1463961600000\": 0.4028750727, \"1409097600000\": 0.0576923077, \"1487030400000\": 0.5612749018, \"1453852800000\": 0.3315908099, \"1373846400000\": 0.0484677185, \"1416873600000\": 0.2203540788, \"1461283200000\": 0.4427171187, \"1398124800000\": -0.0017449469, \"1392940800000\": 0.0289234041, \"1379030400000\": 0.1309891668, \"1489017600000\": 0.5572488003, \"1385942400000\": 0.099130253, \"1478044800000\": 0.5147193544, \"1429228800000\": 1.0885469682, \"1466121600000\": 0.4133874691, \"1414108800000\": 0.0863703286, \"1382486400000\": 0.098993929, \"1448582400000\": 0.6163443362, \"1485129600000\": 0.5286830195, \"1397088000000\": 0.0332266977, \"1399852800000\": -0.0093563691, \"1462233600000\": 0.4602751927, \"1480636800000\": 0.6036039516, \"1454025600000\": 0.3387423659, \"1482969600000\": 0.4985481496, \"1474329600000\": 0.4802071216, \"1450742400000\": 0.7616388869, \"1423526400000\": 0.5481587175, \"1417046400000\": 0.2516767849, \"1416528000000\": 0.1739584848, \"1375401600000\": 0.0211847463, \"1406851200000\": 0.0585102516, \"1451865600000\": 0.5763895958, \"1452643200000\": 0.4340732696, \"1459123200000\": 0.4403664389, \"1471910400000\": 0.51857187, \"1461110400000\": 0.4455003999, \"1402963200000\": -0.0140731787, \"1395273600000\": -0.0516531554, \"1480291200000\": 0.6063876872, \"1414022400000\": 0.08874691, \"1431648000000\": 1.098239603, \"1452124800000\": 0.4970117784, \"1401408000000\": -0.0200759779, \"1418256000000\": 0.4464019558, \"1437004800000\": 0.8164515777, \"1479254400000\": 0.5584520867, \"1373932800000\": 0.0532617784, \"1378080000000\": 0.0543932674, \"1382918400000\": 0.0751190563, \"1418601600000\": 0.4619519776, \"1444348800000\": 0.5177930057, \"1418947200000\": 0.5373573142, \"1474848000000\": 0.4633397557, \"1490227200000\": 0.5731688054, \"1401321600000\": -0.0206667151, \"1444608000000\": 0.5666774211, \"1394409600000\": -0.046736404, \"1430697600000\": 1.1756125491, \"1395187200000\": -0.0362485459, \"1405036800000\": -0.02391577, \"1432598400000\": 1.362458194, \"1404864000000\": -0.0235976807, \"1437609600000\": 0.9316221645, \"1469404800000\": 0.4681569907, \"1397174400000\": 0.0318225607, \"1477958400000\": 0.5263977752, \"1466553600000\": 0.4241134397, \"1487548800000\": 0.5774470154, \"1439769600000\": 0.8530391159, \"1429833600000\": 1.1369419805, \"1406505600000\": 0.0560109786, \"1449792000000\": 0.6395498582, \"1450396800000\": 0.7121896357, \"1450915200000\": 0.7401310528, \"1386115200000\": 0.1247364403, \"1452211200000\": 0.5275388069, \"1390435200000\": 0.0142004144, \"1435708800000\": 0.9326291442, \"1413504000000\": 0.1095544932, \"1441584000000\": 0.4770634906, \"1390262400000\": -0.0060118875, \"1470614400000\": 0.4696556456, \"1467763200000\": 0.4617583976, \"1417651200000\": 0.4106578086, \"1383782400000\": 0.0635769594, \"1469750400000\": 0.4559082812, \"1460073600000\": 0.4476361422, \"1447200000000\": 0.7420595827, \"1473120000000\": 0.518933583, \"1443139200000\": 0.4686413952, \"1393977600000\": -0.0166587902, \"1387756800000\": 0.0381525374, \"1451520000000\": 0.6954181511, \"1393286400000\": -0.0194170787, \"1401062400000\": -0.0202940963, \"1429660800000\": 1.1538325214, \"1405641600000\": -0.016586084, \"1433289600000\": 1.3373155082, \"1429142400000\": 1.0510169769, \"1461024000000\": 0.4715278283, \"1381190400000\": 0.1095908463, \"1381449600000\": 0.1217236804, \"1400630400000\": -0.0294141704, \"1376524800000\": 0.0549567399, \"1447891200000\": 0.7153959757, \"1457481600000\": 0.3959152792, \"1418083200000\": 0.4118211066, \"1445990400000\": 0.6017703941, \"1486425600000\": 0.5294118984, \"1434326400000\": 1.3725688891, \"1436832000000\": 0.8686150393, \"1382572800000\": 0.0908235786, \"1447632000000\": 0.7104687727, \"1407801600000\": 0.0710747782, \"1401235200000\": -0.014218591, \"1423612800000\": 0.5605096699, \"1415750400000\": 0.1788934128, \"1394064000000\": -0.0122737022, \"1415664000000\": 0.1626663153, \"1402531200000\": -0.0214619383, \"1427155200000\": 0.805406609, \"1403222400000\": -0.0290415515, \"1487289600000\": 0.5547486186, \"1401840000000\": -0.0328858877, \"1416182400000\": 0.1665242838, \"1389571200000\": -0.0031627163, \"1399939200000\": -0.011719318, \"1424908800000\": 0.6205740148, \"1470268800000\": 0.4547081758, \"1462406400000\": 0.4604478697, \"1460592000000\": 0.4885815036, \"1448496000000\": 0.7083343936, \"1440979200000\": 0.529798604, \"1461196800000\": 0.4362199178, \"1431993600000\": 1.1499291115, \"1444262400000\": 0.4979651374, \"1431561600000\": 1.1360967718, \"1376611200000\": 0.0470317726, \"1453334400000\": 0.4002040316, \"1422316800000\": 0.6244956013, \"1432252800000\": 1.2499545587, \"1385683200000\": 0.1082866802, \"1378684800000\": 0.1090455504, \"1437350400000\": 0.8906372692, \"1439942400000\": 0.7659117348, \"1438128000000\": 0.7860163407, \"1393804800000\": -0.0046668242, \"1453420800000\": 0.4147988767, \"1377216000000\": 0.0392113203, \"1384732800000\": 0.1037243711, \"1419292800000\": 0.5108877417, \"1484006400000\": 0.5260433328, \"1392163200000\": 0.0411743856, \"1435276800000\": 0.9704245129, \"1404777600000\": -0.0091655155, \"1429056000000\": 0.9905618366, \"1372809600000\": 0.0014495783, \"1461715200000\": 0.4386342155, \"1428364800000\": 0.9358186709, \"1481500800000\": 0.5491761488, \"1422489600000\": 0.5821760942, \"1422576000000\": 0.5606323615, \"1470182400000\": 0.4511719318, \"1480464000000\": 0.6077145739, \"1479772800000\": 0.5760705976, \"1448928000000\": 0.632114294, \"1481155200000\": 0.5768789988, \"1414454400000\": 0.0981578086, \"1445299200000\": 0.6257556893, \"1463443200000\": 0.4023306856, \"1385337600000\": 0.085425149, \"1485302400000\": 0.5340555475, \"1449446400000\": 0.6756975244, \"1388361600000\": 0.0449051185, \"1467072000000\": 0.4252222081, \"1473811200000\": 0.4717218627, \"1422403200000\": 0.6019521594, \"1467936000000\": 0.4506143667, \"1399248000000\": -0.0200714338, \"1470960000000\": 0.4969436164, \"1384214400000\": 0.0633270321, \"1418169600000\": 0.4639150429, \"1465171200000\": 0.444483423, \"1482364800000\": 0.5157735931, \"1488844800000\": 0.5695238658, \"1380153600000\": 0.0835211575, \"1410998400000\": 0.0945270467, \"1416960000000\": 0.2373763996, \"1457654400000\": 0.3715482769, \"1395360000000\": -0.0190126509, \"1487721600000\": 0.5857918605, \"1403654400000\": -0.0305683801, \"1400803200000\": -0.0237340047, \"1476748800000\": 0.509257307, \"1444867200000\": 0.5844549767, \"1453161600000\": 0.4646307438, \"1463097600000\": 0.3972912425, \"1453075200000\": 0.4226447761, \"1393545600000\": -0.0098471354, \"1430092800000\": 1.1846326523, \"1432857600000\": 1.1997373491, \"1474243200000\": 0.4828068198, \"1444694400000\": 0.565473226, \"1397520000000\": 0.0130961902, \"1396915200000\": 0.0166678784, \"1377648000000\": 0.0579013378, \"1476835200000\": 0.5069438891, \"1398297600000\": -0.0046213829, \"1436486400000\": 0.8660735059, \"1490572800000\": 0.5804668187, \"1439424000000\": 0.8519444343, \"1424995200000\": 0.6235458776, \"1412726400000\": 0.1262087393, \"1387497600000\": 0.0352170278, \"1466380800000\": 0.4144403446, \"1378339200000\": 0.0641177112, \"1413331200000\": 0.1196152029, \"1442880000000\": 0.5172995129, \"1383177600000\": 0.0786498473, \"1430179200000\": 1.1547640686, \"1449532800000\": 0.646348335, \"1467676800000\": 0.4574773702, \"1381968000000\": 0.0966491566, \"1378771200000\": 0.124622837, \"1425513600000\": 0.5887832631, \"1409529600000\": 0.0702886433, \"1487894400000\": 0.5785644176, \"1418774400000\": 0.5271012069, \"1445385600000\": 0.5782926785, \"1383264000000\": 0.0837574524, \"1427932800000\": 0.8743547332, \"1441756800000\": 0.5446892722, \"1436400000000\": 0.7711329431, \"1388966400000\": 0.0172677039, \"1436918400000\": 0.8025478952, \"1486339200000\": 0.5328290861, \"1413244800000\": 0.1117493093, \"1392768000000\": 0.0490857205, \"1410220800000\": 0.1111403955, \"1488326400000\": 0.5715600916, \"1426032000000\": 0.6016477025, \"1414368000000\": 0.0764277665, \"1407974400000\": 0.0614866584, \"1390780800000\": 0.0069434346, \"1398816000000\": -0.0190762687, \"1374451200000\": 0.0007043406, \"1392595200000\": 0.0504444162, \"1485216000000\": 0.5288511524, \"1382659200000\": 0.0763050749, \"1435536000000\": 0.9046954522, \"1447027200000\": 0.7451082412, \"1395100800000\": -0.028405373, \"1447286400000\": 0.7246455577, \"1453939200000\": 0.2967845718, \"1409616000000\": 0.0844390723, \"1460678400000\": 0.4869333467, \"1415318400000\": 0.1370101425, \"1489363200000\": 0.5714055911, \"1441670400000\": 0.5150242657, \"1452038400000\": 0.6085356987, \"1399507200000\": -0.0296004799, \"1387411200000\": 0.0598780355, \"1433462400000\": 1.3768312854, \"1482883200000\": 0.5004221499, \"1482796800000\": 0.5070093246, \"1449100800000\": 0.7037311873, \"1438819200000\": 0.7412443653, \"1437436800000\": 0.8930883743, \"1471305600000\": 0.5351193289, \"1490140800000\": 0.5677485641, \"1405468800000\": -0.0135278828, \"1475020800000\": 0.4681592628, \"1401148800000\": -0.0242474916, \"1416355200000\": 0.1529464156, \"1484870400000\": 0.5245060528, \"1418342400000\": 0.4510460593, \"1427673600000\": 0.8577232078, \"1451433600000\": 0.7109454522, \"1373414400000\": 0.0106469027, \"1477612800000\": 0.5177975498, \"1488499200000\": 0.5576664061, \"1477353600000\": 0.5302162098, \"1468972800000\": 0.4712106478, \"1400025600000\": -0.0128462629, \"1450656000000\": 0.7567457649, \"1452556800000\": 0.4612612694, \"1445472000000\": 0.6015949905, \"1373587200000\": 0.033958303, \"1483920000000\": 0.5286012251, \"1414627200000\": 0.121914534, \"1438905600000\": 0.7753676203, \"1418860800000\": 0.5204349644, \"1397779200000\": 0.0108332122, \"1421193600000\": 0.5915460957, \"1421366400000\": 0.6518603679, \"1471478400000\": 0.5288666024, \"1456876800000\": 0.3865661807, \"1398729600000\": -0.0191626072, \"1405555200000\": -0.0197987858, \"1439337600000\": 0.8249809146, \"1396483200000\": -0.0161907445, \"1380067200000\": 0.1037834448, \"1479945600000\": 0.5853297223, \"1443484800000\": 0.4445134143, \"1386892800000\": 0.0936091319, \"1488758400000\": 0.5661280355, \"1456444800000\": 0.339624382, \"1457568000000\": 0.3692135015, \"1431302400000\": 1.1314390359, \"1425340800000\": 0.5940362804, \"1466726400000\": 0.39830004, \"1409270400000\": 0.0625499855, \"1394496000000\": -0.0417969318, \"1464134400000\": 0.3901528646, \"1459987200000\": 0.4583439363, \"1468195200000\": 0.4556356333, \"1385596800000\": 0.1085547841, \"1455580800000\": 0.3800689799, \"1429574400000\": 1.0990075614, \"1431475200000\": 1.14412171, \"1464825600000\": 0.4391722408, \"1444953600000\": 0.6059260033, \"1436227200000\": 0.7849366548, \"1381795200000\": 0.1212738113, \"1467158400000\": 0.4320334085, \"1480377600000\": 0.6195470409, \"1432771200000\": 1.1966382507, \"1476316800000\": 0.5007661408, \"1410912000000\": 0.0911961975, \"1440028800000\": 0.7092545805, \"1477267200000\": 0.5302721027, \"1395792000000\": -0.0134460884, \"1434672000000\": 1.1071379235, \"1404691200000\": -0.0110649629, \"1442966400000\": 0.4827631962, \"1428624000000\": 0.9741620619, \"1475193600000\": 0.4783358478, \"1399593600000\": -0.0303229969, \"1414540800000\": 0.1139395812, \"1431043200000\": 1.0713974117, \"1456099200000\": 0.4172549804, \"1472601600000\": 0.5121937255, \"1403481600000\": -0.0302321143, \"1427846400000\": 0.8739548495, \"1460332800000\": 0.4677984586, \"1417564800000\": 0.3484940745, \"1425427200000\": 0.6044514323, \"1464739200000\": 0.4361944707, \"1442275200000\": 0.4324160244, \"1468540800000\": 0.4887841719, \"1457308800000\": 0.4108804711, \"1411516800000\": 0.109613567, \"1376265600000\": 0.0691389778, \"1483574400000\": 0.5303679839, \"1373500800000\": 0.0572787916, \"1414713600000\": 0.1398184165, \"1472774400000\": 0.505977352, \"1455840000000\": 0.3866806929, \"1469145600000\": 0.4655563836, \"1389139200000\": 0.0187536353, \"1375142400000\": -0.0051121492, \"1372982400000\": 0.0119101716, \"1383091200000\": 0.0939862949, \"1392076800000\": 0.0385887742, \"1432512000000\": 1.3172804275, \"1478649600000\": 0.5236726589, \"1474934400000\": 0.4726420496, \"1469577600000\": 0.4624122982, \"1448236800000\": 0.7055651992, \"1404086400000\": -0.0161407591, \"1388016000000\": 0.0293959939, \"1404259200000\": -0.0135278828, \"1449705600000\": 0.6463774175, \"1436140800000\": 0.8169882398, \"1390176000000\": -0.0157454195, \"1406764800000\": 0.0679847681, \"1379894400000\": 0.1234413625, \"1390867200000\": 0.0087338229, \"1487116800000\": 0.5548717646, \"1465776000000\": 0.393386015, \"1424822400000\": 0.5807810455, \"1456358400000\": 0.3263187073, \"1467244800000\": 0.4331835284, \"1410739200000\": 0.107491457, \"1419206400000\": 0.5424967282, \"1433980800000\": 1.4113848699, \"1432166400000\": 1.1998055111, \"1464912000000\": 0.44927203, \"1436313600000\": 0.6645330449, \"1393372800000\": -0.0169178057, \"1389657600000\": 0.0055483859, \"1394582400000\": -0.0393112913, \"1472169600000\": 0.5027855533, \"1421107200000\": 0.5968263778, \"1439164800000\": 0.8559896212, \"1379289600000\": 0.1262132834, \"1463356800000\": 0.4065494583, \"1396224000000\": -0.0246882725, \"1481846400000\": 0.5204808601, \"1440633600000\": 0.4566844191, \"1430956800000\": 1.0312681765, \"1401926400000\": -0.0227388396, \"1384905600000\": 0.1018839974, \"1489622400000\": 0.5820429511, \"1451260800000\": 0.6938854152, \"1421971200000\": 0.6230414788, \"1438300800000\": 0.7343586411, \"1378252800000\": 0.068189254, \"1457913600000\": 0.3930901919, \"1458000000000\": 0.3972208085, \"1470787200000\": 0.4738171623, \"1461801600000\": 0.4362099208, \"1468454400000\": 0.4890050167, \"1489536000000\": 0.573925767, \"1426550400000\": 0.7072851534, \"1486080000000\": 0.5288697833, \"1376870400000\": 0.0594327105, \"1470355200000\": 0.4564444889, \"1426464000000\": 0.6839055911, \"1391990400000\": 0.0303957031, \"1382400000000\": 0.1114448524, \"1417996800000\": 0.4781518104, \"1447718400000\": 0.707860895, \"1484611200000\": 0.5115402792, \"1398384000000\": -0.0149092991, \"1434585600000\": 1.2405068526, \"1468281600000\": 0.4873773084, \"1467590400000\": 0.4562563618, \"1446681600000\": 0.6840419151, \"1486684800000\": 0.5511337611, \"1377820800000\": 0.0514713901, \"1481241600000\": 0.587583612, \"1410307200000\": 0.1053284499, \"1387152000000\": 0.0760142504, \"1439510400000\": 0.8510705976, \"1451952000000\": 0.5808037662, \"1432684800000\": 1.354510506, \"1450224000000\": 0.6747128108, \"1420416000000\": 0.6547640686, \"1433894400000\": 1.4125299913, \"1412035200000\": 0.11376236, \"1458259200000\": 0.4413820525, \"1395619200000\": -0.0109468155, \"1476921600000\": 0.5080176676, \"1375228800000\": -0.0034626291, \"1380240000000\": 0.0883061291, \"1381276800000\": 0.1149392904, \"1386201600000\": 0.1215828123, \"1387238400000\": 0.0707703214, \"1435622400000\": 1.0325896103, \"1375920000000\": 0.0345990257, \"1430784000000\": 1.0888650574, \"1452816000000\": 0.4171922713, \"1456790400000\": 0.3317462193, \"1490313600000\": 0.5857203813, \"1409875200000\": 0.1129762251, \"1478563200000\": 0.5318807256, \"1488412800000\": 0.5609531773, \"1478736000000\": 0.5407390577, \"1375056000000\": -0.0112103752, \"1395014400000\": -0.0261742039, \"1395878400000\": -0.0204167878, \"1451347200000\": 0.7094458885, \"1377734400000\": 0.0534708085, \"1422835200000\": 0.5240839029, \"1413849600000\": 0.1057646866, \"1455667200000\": 0.3920132325, \"1435017600000\": 1.1748632216, \"1435795200000\": 0.866727861, \"1395964800000\": -0.0221162934, \"1462492800000\": 0.4224743711, \"1478822400000\": 0.5528305402, \"1390521600000\": 0.0204667733, \"1439251200000\": 0.8479483241, \"1460937600000\": 0.4670518576, \"1446076800000\": 0.6055815581, \"1481673600000\": 0.5354374182, \"1392249600000\": 0.0358577505, \"1481760000000\": 0.5179375091, \"1437523200000\": 0.8890686346, \"1446595200000\": 0.6488557874, \"1428019200000\": 0.895148684, \"1389225600000\": 0.0098062382, \"1402358400000\": -0.0178902501, \"1420675200000\": 0.6173749455, \"1386633600000\": 0.1148211429, \"1392336000000\": 0.0431419951, \"1422230400000\": 0.6395185037, \"1452729600000\": 0.4639245856, \"1443571200000\": 0.4554620474, \"1411948800000\": 0.1123127817, \"1421280000000\": 0.6377599244, \"1487203200000\": 0.5636055875, \"1419465600000\": 0.515659081, \"1406160000000\": 0.0165270103, \"1405296000000\": -0.013123455, \"1441065600000\": 0.5277751018, \"1404172800000\": -0.0163952305, \"1464652800000\": 0.4402900974, \"1464566400000\": 0.3935536935, \"1450137600000\": 0.6787793551, \"1386806400000\": 0.0951405046, \"1423008000000\": 0.5458094009, \"1396310400000\": -0.0170495856, \"1465862400000\": 0.3977674676, \"1451001600000\": 0.7441294351, \"1457049600000\": 0.4059046459, \"1412812800000\": 0.1278355388, \"1480982400000\": 0.5718849971, \"1431388800000\": 1.1572906064, \"1379462400000\": 0.105364803, \"1459382400000\": 0.4623418642, \"1425254400000\": 0.6364648466, \"1462320000000\": 0.458421641, \"1393459200000\": -0.0211438491, \"1421884800000\": 0.6211692962, \"1423785600000\": 0.5767367675, \"1474502400000\": 0.4955290279, \"1445904000000\": 0.6326518649, \"1471824000000\": 0.5162838992, \"1381363200000\": 0.1039152247, \"1411689600000\": 0.1074960012, \"1490832000000\": 0.5617084121, \"1425600000000\": 0.5806856187, \"1381881600000\": 0.1003026392, \"1482192000000\": 0.5036825651, \"1490745600000\": 0.5746297895, \"1489708800000\": 0.5658194889, \"1387843200000\": 0.0398111458, \"1464220800000\": 0.3924181147, \"1419379200000\": 0.4679320561, \"1481068800000\": 0.5794255308, \"1470096000000\": 0.4491479751, \"1400544000000\": -0.0385660535, \"1483056000000\": 0.5041447034, \"1448409600000\": 0.7184123709, \"1478131200000\": 0.5291392504, \"1447372800000\": 0.702342046, \"1466467200000\": 0.4115520939, \"1454630400000\": 0.3467850262, \"1425859200000\": 0.6076005162, \"1375747200000\": 0.0422604333, \"1426118400000\": 0.6326341428, \"1489104000000\": 0.5576795841, \"1373241600000\": -0.0168223789, \"1386547200000\": 0.1137078304, \"1404345600000\": -0.0092927512, \"1484524800000\": 0.5084002836, \"1458691200000\": 0.4705231205, \"1386028800000\": 0.1100316272, \"1454457600000\": 0.3399006653, \"1398211200000\": -0.0027128472, \"1477526400000\": 0.5203281773, \"1422921600000\": 0.5620228661, \"1384473600000\": 0.0682028864, \"1374537600000\": 0.0296322888, \"1427328000000\": 0.7949323833, \"1426809600000\": 0.7688354297, \"1372896000000\": 0.009697179, \"1397692800000\": 0.0109786244, \"1484179200000\": 0.5075723426, \"1404432000000\": -0.009969827, \"1437955200000\": 0.7352820089, \"1379376000000\": 0.1030063981, \"1416787200000\": 0.2038588774, \"1394668800000\": -0.0274056638, \"1417737600000\": 0.419991457, \"1473638400000\": 0.4825705249, \"1394755200000\": -0.0353533518, \"1462752000000\": 0.3930561109, \"1434499200000\": 1.3351529555, \"1374105600000\": 0.0203077287, \"1411084800000\": 0.1020475862, \"1425945600000\": 0.5998118729, \"1426636800000\": 0.7477006689, \"1448841600000\": 0.6206249091, \"1454544000000\": 0.3563145267, \"1423180800000\": 0.505207576, \"1488153600000\": 0.5660094336, \"1383609600000\": 0.0832167006, \"1453248000000\": 0.4424794605, \"1479340800000\": 0.5616070779, \"1468886400000\": 0.4760406064, \"1421020800000\": 0.5966173477, \"1403827200000\": -0.0228933401, \"1385510400000\": 0.0971717319, \"1487808000000\": 0.5783244874, \"1488240000000\": 0.5690026538, \"1392854400000\": 0.0394430711, \"1406246400000\": 0.0271784572, \"1432080000000\": 1.1606987058, \"1376438400000\": 0.0674531046, \"1418688000000\": 0.5011087684, \"1443398400000\": 0.4735495129, \"1394150400000\": -0.0146684601, \"1384387200000\": 0.0471953613, \"1372636800000\": 0.0057619602, \"1372723200000\": 0.009697179, \"1396396800000\": -0.009047368, \"1439856000000\": 0.7383179439, \"1416441600000\": 0.152891886, \"1427241600000\": 0.7905745601, \"1435881600000\": 0.7658122183, \"1389830400000\": 0.0050894285, \"1443052800000\": 0.4927471099, \"1446163200000\": 0.6059323651, \"1382313600000\": 0.1230005816, \"1426723200000\": 0.7448287771, \"1467331200000\": 0.4333103097, \"1459209600000\": 0.4247718845, \"1434067200000\": 1.4243492802, \"1411603200000\": 0.1073914861, \"1417392000000\": 0.2813590592, \"1446768000000\": 0.7237594518, \"1462838400000\": 0.3946451941, \"1424131200000\": 0.6005889196, \"1457395200000\": 0.4121678239, \"1413417600000\": 0.1107677766, \"1428969600000\": 1.0167678494, \"1438732800000\": 0.7571706413, \"1460505600000\": 0.4820156863, \"1441929600000\": 0.5210066163, \"1469491200000\": 0.4857441472, \"1419984000000\": 0.6057646866, \"1426204800000\": 0.6439126799, \"1402012800000\": -0.0299549222, \"1399334400000\": -0.0196806384, \"1455753600000\": 0.3876413225, \"1441843200000\": 0.525720245, \"1407110400000\": 0.0795132325, \"1407283200000\": 0.0738785081, \"1487635200000\": 0.582640959, \"1440720000000\": 0.5187790824, \"1490054400000\": 0.5751539552, \"1464307200000\": 0.3916401592, \"1377475200000\": 0.0613367021, \"1404950400000\": -0.0262605424, \"1470700800000\": 0.4800153592, \"1475107200000\": 0.4742924786, \"1397433600000\": 0.0308864694, \"1397001600000\": 0.0172586157, \"1402272000000\": -0.030154864, \"1407369600000\": 0.0576286898, \"1464048000000\": 0.392120474, \"1383696000000\": 0.0694934201, \"1409184000000\": 0.0502762833, \"1378166400000\": 0.0699160244, \"1482278400000\": 0.5170750327, \"1407456000000\": 0.0592963865, \"1438560000000\": 0.7400551658, \"1461542400000\": 0.4368697288, \"1479081600000\": 0.5587501818, \"1433376000000\": 1.3545059619, \"1454284800000\": 0.3182746837, \"1470009600000\": 0.4435841392, \"1474416000000\": 0.4844027192, \"1473206400000\": 0.5181115494, \"1490918400000\": 0.5704729079, \"1445212800000\": 0.6059791697, \"1383868800000\": 0.0487630871, \"1424044800000\": 0.5902101207, \"1459296000000\": 0.4615180129, \"1433808000000\": 1.416324342, \"1465344000000\": 0.4377571979, \"1388707200000\": 0.0409608114, \"1482451200000\": 0.5030168496, \"1393200000000\": 0.0063027119, \"1465948800000\": 0.4161189472, \"1442534400000\": 0.4774215683, \"1485388800000\": 0.5395344082, \"1408924800000\": 0.0646266541, \"1374796800000\": 0.0106196379, \"1408060800000\": 0.0727061219, \"1428537600000\": 0.9367729388, \"1458777600000\": 0.4458752908, \"1415577600000\": 0.1659017377, \"1417478400000\": 0.3286771121, \"1378944000000\": 0.1394230769, \"1389312000000\": 0.0019130798, \"1408406400000\": 0.0791269812, \"1450310400000\": 0.7067253163, \"1420502400000\": 0.6545459503, \"1463702400000\": 0.3987830813, \"1438646400000\": 0.7940939908, \"1421712000000\": 0.5432874073, \"1389052800000\": 0.0169768795, \"1374624000000\": 0.0220435873, \"1391040000000\": 0.000822488, \"1430265600000\": 1.1695188672, \"1377129600000\": 0.0469363458, \"1449014400000\": 0.6913057111, \"1461888000000\": 0.4344667915, \"1382054400000\": 0.1024292933, \"1410480000000\": 0.1080231205, \"1389916800000\": -0.0100652537, \"1465257600000\": 0.4436954704, \"1440547200000\": 0.3749145703, \"1403568000000\": -0.0253653483, \"1435190400000\": 1.1387032863, \"1384819200000\": 0.0961174931, \"1449619200000\": 0.6522184455, \"1378425600000\": 0.0714064999, \"1450051200000\": 0.6864739349, \"1453680000000\": 0.4218072924, \"1423699200000\": 0.564485786, \"1437091200000\": 0.8864948379, \"1472428800000\": 0.5030995529, \"1388620800000\": 0.0551385052, \"1421798400000\": 0.6126626799, \"1480032000000\": 0.6001245092, \"1400457600000\": -0.0388523339, \"1473724800000\": 0.4815385524, \"1486598400000\": 0.5433201251, \"1406073600000\": -0.0012769013, \"1386288000000\": 0.1143530973, \"1460419200000\": 0.4625063618, \"1445558400000\": 0.6228192708, \"1467849600000\": 0.4586456667, \"1388448000000\": 0.0587965319, \"1454371200000\": 0.3456694416, \"1416268800000\": 0.1548549513, \"1391731200000\": 0.005380253, \"1408665600000\": 0.0748509525, \"1483401600000\": 0.5187522721, \"1403740800000\": -0.0234295478, \"1478217600000\": 0.5241816017, \"1441152000000\": 0.5294786971, \"1383004800000\": 0.0778909772, \"1427414400000\": 0.8047931511, \"1438214400000\": 0.7337738113, \"1479168000000\": 0.5585784136, \"1376352000000\": 0.071992693, \"1446508800000\": 0.5747659772, \"1463616000000\": 0.3916406136, \"1410825600000\": 0.0854842228, \"1415836800000\": 0.1722726116, \"1403136000000\": -0.0335038898, \"1415923200000\": 0.1728815254, \"1429747200000\": 1.1543232878, \"1466035200000\": 0.4062613603, \"1468800000000\": 0.4823060564, \"1415059200000\": 0.1420177766, \"1374710400000\": 0.0168314672, \"1458086400000\": 0.404151974, \"1411344000000\": 0.0810127963, \"1413763200000\": 0.1154527774, \"1461628800000\": 0.4446529192, \"1409702400000\": 0.0946088411, \"1482710400000\": 0.5097430747, \"1484092800000\": 0.5152387487, \"1384128000000\": 0.0523711284, \"1423094400000\": 0.5299867311, \"1489449600000\": 0.5707671405, \"1447113600000\": 0.7418741821, \"1459900800000\": 0.4802639232, \"1397606400000\": 0.0144912389, \"1471392000000\": 0.5327577432, \"1473033600000\": 0.5085066163, \"1447977600000\": 0.7151296895, \"1459814400000\": 0.4834257307, \"1406592000000\": 0.0594054457, \"1395705600000\": -0.0119056275, \"1448323200000\": 0.7058169442, \"1479859200000\": 0.5789629381, \"1407196800000\": 0.0766640614, \"1408579200000\": 0.069797877, \"1456185600000\": 0.4038475171, \"1390348800000\": 0.0196124764, \"1474588800000\": 0.4885065254, \"1445817600000\": 0.6310077977, \"1442188800000\": 0.4909898938, \"1438041600000\": 0.7318112004, \"1471996800000\": 0.5131339065, \"1453766400000\": 0.3362062854, \"1463529600000\": 0.3941562455, \"1466640000000\": 0.4165501854, \"1480896000000\": 0.5765445507, \"1436745600000\": 0.9139032282, \"1387324800000\": 0.0711565726, \"1414972800000\": 0.1417360404, \"1456963200000\": 0.3897875164, \"1413936000000\": 0.099062091, \"1430352000000\": 1.1584130071, \"1476144000000\": 0.502543351, \"1417132800000\": 0.2763650574, \"1470873600000\": 0.4692816635, \"1484697600000\": 0.5174517413, \"1442793600000\": 0.5033113094, \"1407715200000\": 0.0748464083, \"1385424000000\": 0.084875309, \"1398643200000\": -0.0298413189, \"1476662400000\": 0.4895116875, \"1444780800000\": 0.5477824633, \"1375833600000\": 0.0363439727, \"1483488000000\": 0.530605642, \"1434412800000\": 1.30152183, \"1427068800000\": 0.8049567399, \"1405987200000\": -0.0036080413, \"1408320000000\": 0.0790315545, \"1428883200000\": 1.0089928384, \"1476403200000\": 0.502221172, \"1374019200000\": 0.0373527701, \"1411430400000\": 0.0903464447, \"1482105600000\": 0.5127340228, \"1393891200000\": -0.0074387451, \"1455494400000\": 0.3390227388, \"1430870400000\": 1.0690935364, \"1387929600000\": 0.0474725534, \"1390953600000\": 0.0123327759, \"1476230400000\": 0.4995683074, \"1473379200000\": 0.5077631962, \"1378857600000\": 0.1282581431, \"1402617600000\": -0.0110876836, \"1381708800000\": 0.1235549658, \"1472515200000\": 0.505010815, \"1447804800000\": 0.6884088265, \"1400716800000\": -0.0317044133, \"1415145600000\": 0.1376008797, \"1477872000000\": 0.5160489676, \"1423440000000\": 0.5204304202, \"1471564800000\": 0.5291097135, \"1479686400000\": 0.563686473, \"1466985600000\": 0.418016577, \"1377561600000\": 0.0637269158, \"1456272000000\": 0.4130184855, \"1373328000000\": -0.0172540715, \"1489968000000\": 0.5675498946, \"1472083200000\": 0.5036407591, \"1421625600000\": 0.5246291988, \"1458518400000\": 0.4765872655, \"1410393600000\": 0.1012478188, \"1440115200000\": 0.6311327614, \"1383523200000\": 0.0817080486, \"1386720000000\": 0.096390141, \"1392681600000\": 0.0371710048, \"1433116800000\": 1.3066835103, \"1479427200000\": 0.5529368729, \"1419811200000\": 0.5702068489, \"1463011200000\": 0.404199233, \"1376956800000\": 0.050817035, \"1400198400000\": -0.0248518613, \"1412899200000\": 0.1209420896, \"1428451200000\": 0.9520684892, \"1462924800000\": 0.4008692926, \"1409788800000\": 0.1025065436, \"1431907200000\": 1.0790042897, \"1413158400000\": 0.1155618366, \"1376006400000\": 0.0387932601, \"1433203200000\": 1.3456221826, \"1440374400000\": 0.4884460884, \"1452470400000\": 0.450691617, \"1388102400000\": 0.0467318598, \"1402444800000\": -0.0181174567, \"1484784000000\": 0.5128730733}, \"benchmark_annualized_return\": 0.13095, \"turnover_rate\": 0.0, \"max_drawdown\": 0.47265, \"beta\": -0.07799, \"sharpe\": 0.35686, \"alpha\": 0.12818, \"volatility\": 0.33823, \"annualized_return\": 0.1557, \"cumulative_return\": {\"1419897600000\": -0.09567585, \"1398038400000\": 0.38681636, \"1477008000000\": 1.44181251, \"1440460800000\": 0.23133358, \"1468368000000\": 1.66832275, \"1408492800000\": 0.32615567, \"1402876800000\": 0.52426026, \"1473292800000\": 1.45743845, \"1435104000000\": -0.02536918, \"1405900800000\": 0.44570573, \"1459468800000\": 0.35430345, \"1477440000000\": 1.52281251, \"1486944000000\": 1.27411884, \"1377043200000\": 0.0691771, \"1375315200000\": 0.00950946, \"1458864000000\": 0.38449605, \"1469059200000\": 1.38311495, \"1384992000000\": 0.1212143, \"1415232000000\": -0.08576577, \"1420761600000\": -0.04990535, \"1399420800000\": 0.41981636, \"1476057600000\": 1.40422975, \"1429488000000\": 0.05210356, \"1458604800000\": 0.39068999, \"1379980800000\": 0.17383762, \"1389744000000\": 0.32055596, \"1449187200000\": 0.48785484, \"1469664000000\": 1.27411495, \"1419552000000\": 0.00532415, \"1472688000000\": 1.40743845, \"1433721600000\": -0.11315948, \"1374192000000\": 0.07483706, \"1478476800000\": 1.77581251, \"1427760000000\": -0.07968898, \"1420588800000\": -0.02790535, \"1442361600000\": 0.24633358, \"1384300800000\": 0.15954046, \"1450828800000\": 0.5367058, \"1480550400000\": 1.19298624, \"1409011200000\": 0.29915567, \"1406678400000\": 0.39243223, \"1396569600000\": 0.3161166, \"1437696000000\": 0.20926236, \"1442448000000\": 0.23733358, \"1407888000000\": 0.37815567, \"1488931200000\": 1.13918412, \"1490659200000\": 0.60625556, \"1385078400000\": 0.1232143, \"1375660800000\": -0.02349054, \"1471219200000\": 1.33689221, \"1456704000000\": 0.4950498, \"1483660800000\": 1.48470176, \"1403049600000\": 0.52326026, \"1458172800000\": 0.50468999, \"1380499200000\": 0.22783762, \"1401753600000\": 0.4595361, \"1400112000000\": 0.48381636, \"1481587200000\": 1.57198624, \"1446422400000\": 0.38433358, \"1484265600000\": 1.28041584, \"1486512000000\": 1.47511884, \"1405382400000\": 0.53770573, \"1463961600000\": 1.23987695, \"1409097600000\": 0.30215567, \"1487030400000\": 1.19380844, \"1453852800000\": 0.51838208, \"1373846400000\": 0.05383706, \"1416873600000\": -0.01121783, \"1461283200000\": 0.78510599, \"1398124800000\": 0.40381636, \"1392940800000\": 0.1530132, \"1379030400000\": 0.13983762, \"1489017600000\": 1.1238766, \"1385942400000\": 0.1498867, \"1478044800000\": 1.60581251, \"1429228800000\": 0.04631102, \"1466121600000\": 1.37270127, \"1414108800000\": -0.07531065, \"1382486400000\": 0.1571925, \"1448582400000\": 0.46285484, \"1485129600000\": 1.24741584, \"1397088000000\": 0.3491166, \"1399852800000\": 0.45881636, \"1462233600000\": 0.75287695, \"1480636800000\": 1.23698624, \"1454025600000\": 0.47538208, \"1482969600000\": 1.47670176, \"1474329600000\": 1.53243845, \"1450742400000\": 0.5577058, \"1423526400000\": -0.14057781, \"1417046400000\": -0.06321783, \"1416528000000\": -0.01121783, \"1375401600000\": -0.00949054, \"1406851200000\": 0.38815567, \"1451865600000\": 0.6157058, \"1452643200000\": 0.5935475, \"1459123200000\": 0.42449605, \"1471910400000\": 1.41066209, \"1461110400000\": 0.69410599, \"1402963200000\": 0.52826026, \"1395273600000\": 0.25241098, \"1480291200000\": 1.39427811, \"1414022400000\": -0.07231065, \"1431648000000\": -0.09694754, \"1452124800000\": 0.5947058, \"1401408000000\": 0.4765361, \"1418256000000\": -0.05844545, \"1437004800000\": 0.22963082, \"1479254400000\": 1.76581251, \"1373932800000\": 0.04883706, \"1378080000000\": 0.03383762, \"1382918400000\": 0.2221925, \"1418601600000\": -0.05144545, \"1444348800000\": 0.32833358, \"1418947200000\": -0.07444545, \"1474848000000\": 1.47243845, \"1490227200000\": 0.6825499, \"1401321600000\": 0.5235361, \"1444608000000\": 0.31833358, \"1394409600000\": 0.26141098, \"1430697600000\": -0.05573514, \"1395187200000\": 0.26641098, \"1405036800000\": 0.51470573, \"1432598400000\": -0.09994754, \"1404864000000\": 0.49670573, \"1437609600000\": 0.19926236, \"1469404800000\": 1.40511495, \"1397174400000\": 0.3301166, \"1477958400000\": 1.58381251, \"1466553600000\": 1.30951651, \"1487548800000\": 1.29180844, \"1439769600000\": 0.12870104, \"1429833600000\": -0.05252058, \"1406505600000\": 0.40643223, \"1449792000000\": 0.4697058, \"1450396800000\": 0.5147058, \"1450915200000\": 0.5457058, \"1386115200000\": 0.1818867, \"1452211200000\": 0.5797058, \"1390435200000\": 0.25293776, \"1435708800000\": 0.08363082, \"1413504000000\": -0.02684433, \"1441584000000\": 0.24733358, \"1390262400000\": 0.30424412, \"1470614400000\": 1.35589221, \"1467763200000\": 1.48932275, \"1417651200000\": -0.07044545, \"1383782400000\": 0.16454046, \"1469750400000\": 1.22989221, \"1460073600000\": 0.32210599, \"1447200000000\": 0.38817334, \"1473120000000\": 1.36543845, \"1443139200000\": 0.27433358, \"1393977600000\": 0.09141098, \"1387756800000\": 0.19855596, \"1451520000000\": 0.6077058, \"1393286400000\": 0.08971396, \"1401062400000\": 0.50981636, \"1429660800000\": 0.01089818, \"1405641600000\": 0.47970573, \"1433289600000\": -0.08315948, \"1429142400000\": 0.05331102, \"1461024000000\": 0.57910599, \"1381190400000\": 0.25283762, \"1381449600000\": 0.20883762, \"1400630400000\": 0.56481636, \"1376524800000\": 0.0951771, \"1447891200000\": 0.42185484, \"1457481600000\": 0.6530498, \"1418083200000\": -0.10444545, \"1445990400000\": 0.38033358, \"1486425600000\": 1.54411884, \"1434326400000\": -0.07936918, \"1436832000000\": 0.19563082, \"1382572800000\": 0.1861925, \"1447632000000\": 0.37285484, \"1407801600000\": 0.38615567, \"1401235200000\": 0.51581636, \"1423612800000\": -0.13957781, \"1415750400000\": -0.11576577, \"1394064000000\": 0.10241098, \"1415664000000\": -0.11076577, \"1402531200000\": 0.50326026, \"1427155200000\": -0.0244666, \"1403222400000\": 0.51126026, \"1487289600000\": 1.22580844, \"1401840000000\": 0.4685361, \"1416182400000\": -0.07199211, \"1389571200000\": 0.34455596, \"1399939200000\": 0.45581636, \"1424908800000\": -0.13480173, \"1470268800000\": 1.24689221, \"1462406400000\": 0.86687695, \"1460592000000\": 0.48310599, \"1448496000000\": 0.43985484, \"1440979200000\": 0.21233358, \"1461196800000\": 0.84110599, \"1431993600000\": -0.08194754, \"1444262400000\": 0.33933358, \"1431561600000\": -0.09273514, \"1376611200000\": 0.0851771, \"1453334400000\": 0.47338208, \"1422316800000\": -0.07313025, \"1432252800000\": -0.07794754, \"1385683200000\": 0.1338867, \"1378684800000\": 0.06483762, \"1437350400000\": 0.2434501, \"1439942400000\": 0.14151664, \"1438128000000\": 0.20707588, \"1393804800000\": 0.09671396, \"1453420800000\": 0.48938208, \"1377216000000\": 0.01283762, \"1384732800000\": 0.1492143, \"1419292800000\": 0.00932415, \"1484006400000\": 1.33270176, \"1392163200000\": 0.23032198, \"1435276800000\": -0.00736918, \"1404777600000\": 0.49070573, \"1429056000000\": 0.05031102, \"1372809600000\": 0.0, \"1461715200000\": 0.65210599, \"1428364800000\": 0.04131102, \"1481500800000\": 1.54198624, \"1422489600000\": -0.11113025, \"1422576000000\": -0.11613025, \"1470182400000\": 1.28089221, \"1480464000000\": 1.14598624, \"1479772800000\": 1.71656205, \"1448928000000\": 0.50085484, \"1481155200000\": 1.46898624, \"1414454400000\": -0.07931065, \"1445299200000\": 0.36833358, \"1463443200000\": 1.14687695, \"1385337600000\": 0.1162143, \"1485302400000\": 1.38611884, \"1449446400000\": 0.46985484, \"1388361600000\": 0.21155596, \"1467072000000\": 1.38332275, \"1473811200000\": 1.53543845, \"1422403200000\": -0.08113025, \"1467936000000\": 1.52032275, \"1399248000000\": 0.41181636, \"1470960000000\": 1.35989221, \"1384214400000\": 0.16554046, \"1418169600000\": -0.07744545, \"1465171200000\": 1.34970127, \"1482364800000\": 1.31770176, \"1488844800000\": 1.1874984, \"1380153600000\": 0.19983762, \"1410998400000\": 0.10115567, \"1416960000000\": -0.01721783, \"1457654400000\": 0.6640498, \"1395360000000\": 0.27741098, \"1487721600000\": 1.32080844, \"1403654400000\": 0.4819845, \"1400803200000\": 0.55281636, \"1476748800000\": 1.39781251, \"1444867200000\": 0.33733358, \"1453161600000\": 0.5095475, \"1463097600000\": 1.18587695, \"1453075200000\": 0.5295475, \"1393545600000\": 0.08871396, \"1430092800000\": -0.06673514, \"1432857600000\": -0.09715948, \"1474243200000\": 1.56043845, \"1444694400000\": 0.34133358, \"1397520000000\": 0.3171166, \"1396915200000\": 0.3691166, \"1377648000000\": 0.00983762, \"1476835200000\": 1.44881251, \"1398297600000\": 0.36081636, \"1436486400000\": 0.18063082, \"1490572800000\": 0.59525556, \"1439424000000\": 0.11370104, \"1424995200000\": -0.14380173, \"1412726400000\": -0.14284433, \"1387497600000\": 0.16355596, \"1466380800000\": 1.39270127, \"1378339200000\": 0.08083762, \"1413331200000\": -0.02284433, \"1442880000000\": 0.27733358, \"1383177600000\": 0.2021925, \"1430179200000\": -0.04973514, \"1449532800000\": 0.47585484, \"1467676800000\": 1.50332275, \"1381968000000\": 0.16551272, \"1378771200000\": 0.07983762, \"1425513600000\": -0.14202367, \"1409529600000\": 0.24915567, \"1487894400000\": 1.22380844, \"1418774400000\": -0.09344545, \"1445385600000\": 0.37233358, \"1383264000000\": 0.1818712, \"1427932800000\": -0.00168898, \"1441756800000\": 0.20933358, \"1436400000000\": 0.23863082, \"1388966400000\": 0.28755596, \"1436918400000\": 0.21663082, \"1486339200000\": 1.57611884, \"1413244800000\": -0.03084433, \"1392768000000\": 0.18632198, \"1410220800000\": 0.12315567, \"1488326400000\": 1.29080844, \"1426032000000\": -0.0802434, \"1414368000000\": -0.08431065, \"1407974400000\": 0.35715567, \"1390780800000\": 0.22393776, \"1398816000000\": 0.40481636, \"1374451200000\": 0.05483706, \"1392595200000\": 0.18432198, \"1485216000000\": 1.33641584, \"1382659200000\": 0.2011925, \"1435536000000\": 0.00763082, \"1447027200000\": 0.37417334, \"1395100800000\": 0.25741098, \"1447286400000\": 0.38001314, \"1453939200000\": 0.50138208, \"1409616000000\": 0.23615567, \"1460678400000\": 0.45110599, \"1415318400000\": -0.09076577, \"1489363200000\": 1.0528766, \"1441670400000\": 0.24333358, \"1452038400000\": 0.5947058, \"1399507200000\": 0.44981636, \"1387411200000\": 0.15655596, \"1433462400000\": -0.10515948, \"1482883200000\": 1.41270176, \"1482796800000\": 1.49670176, \"1449100800000\": 0.48185484, \"1438819200000\": 0.16988616, \"1437436800000\": 0.26226236, \"1471305600000\": 1.41489221, \"1490140800000\": 0.7015499, \"1405468800000\": 0.53470573, \"1475020800000\": 1.42922975, \"1401148800000\": 0.49681636, \"1416355200000\": -0.02021783, \"1484870400000\": 1.32441584, \"1418342400000\": -0.05544545, \"1427673600000\": -0.1074666, \"1451433600000\": 0.6057058, \"1373414400000\": -0.00716294, \"1477612800000\": 1.52181251, \"1488499200000\": 1.27380844, \"1477353600000\": 1.52381251, \"1468972800000\": 1.42432275, \"1400025600000\": 0.46681636, \"1450656000000\": 0.5557058, \"1452556800000\": 0.5865475, \"1445472000000\": 0.36433358, \"1373587200000\": 0.03383706, \"1483920000000\": 1.46770176, \"1414627200000\": -0.12931065, \"1438905600000\": 0.14988616, \"1418860800000\": -0.09544545, \"1397779200000\": 0.36581636, \"1421193600000\": -0.10313025, \"1421366400000\": -0.12813025, \"1471478400000\": 1.36589221, \"1456876800000\": 0.5520498, \"1398729600000\": 0.39181636, \"1405555200000\": 0.52270573, \"1439337600000\": 0.14170104, \"1396483200000\": 0.2921166, \"1380067200000\": 0.19083762, \"1479945600000\": 1.59456205, \"1443484800000\": 0.33333358, \"1386892800000\": 0.1528867, \"1488758400000\": 1.28580844, \"1456444800000\": 0.4720498, \"1457568000000\": 0.7030498, \"1431302400000\": -0.03673514, \"1425340800000\": -0.16502367, \"1466726400000\": 1.25832275, \"1409270400000\": 0.26215567, \"1394496000000\": 0.28741098, \"1464134400000\": 1.28187695, \"1459987200000\": 0.32010599, \"1468195200000\": 1.54032275, \"1385596800000\": 0.1308867, \"1455580800000\": 0.4270498, \"1429574400000\": 0.03510356, \"1431475200000\": -0.06473514, \"1464825600000\": 1.26387695, \"1444953600000\": 0.34433358, \"1436227200000\": 0.22263082, \"1381795200000\": 0.20283762, \"1467158400000\": 1.36832275, \"1480377600000\": 1.33198624, \"1432771200000\": -0.08715948, \"1476316800000\": 1.32481251, \"1410912000000\": 0.11815567, \"1440028800000\": 0.13751664, \"1477267200000\": 1.44581251, \"1395792000000\": 0.23541098, \"1434672000000\": -0.03736918, \"1404691200000\": 0.48370573, \"1442966400000\": 0.28133358, \"1428624000000\": 0.08531102, \"1475193600000\": 1.42122975, \"1399593600000\": 0.46381636, \"1414540800000\": -0.09731065, \"1431043200000\": -0.05173514, \"1456099200000\": 0.4900498, \"1472601600000\": 1.37343845, \"1403481600000\": 0.47326026, \"1427846400000\": -0.04068898, \"1460332800000\": 0.39610599, \"1417564800000\": -0.11544545, \"1425427200000\": -0.16002367, \"1464739200000\": 1.26187695, \"1442275200000\": 0.24933358, \"1468540800000\": 1.63132275, \"1457308800000\": 0.5880498, \"1411516800000\": -0.05084433, \"1376265600000\": 0.0531771, \"1483574400000\": 1.47470176, \"1373500800000\": 0.03783706, \"1414713600000\": -0.11131065, \"1472774400000\": 1.36943845, \"1455840000000\": 0.4370498, \"1469145600000\": 1.39311495, \"1389139200000\": 0.35055596, \"1375142400000\": 0.01950946, \"1372982400000\": 0.00383706, \"1383091200000\": 0.2111925, \"1392076800000\": 0.21532198, \"1432512000000\": -0.07594754, \"1478649600000\": 1.91981251, \"1474934400000\": 1.43922975, \"1469577600000\": 1.33111495, \"1448236800000\": 0.46085484, \"1404086400000\": 0.4869845, \"1388016000000\": 0.21555596, \"1404259200000\": 0.4869845, \"1449705600000\": 0.4707058, \"1436140800000\": 0.14863082, \"1390176000000\": 0.34424412, \"1406764800000\": 0.39815567, \"1379894400000\": 0.17883762, \"1390867200000\": 0.24593776, \"1487116800000\": 1.18680844, \"1465776000000\": 1.47270127, \"1424822400000\": -0.14180173, \"1456358400000\": 0.4970498, \"1467244800000\": 1.41332275, \"1410739200000\": 0.14215567, \"1419206400000\": -0.04267585, \"1433980800000\": -0.13536918, \"1432166400000\": -0.06794754, \"1464912000000\": 1.29870127, \"1436313600000\": 0.27463082, \"1393372800000\": 0.09571396, \"1389657600000\": 0.33255596, \"1394582400000\": 0.28341098, \"1472169600000\": 1.36666209, \"1421107200000\": -0.11090535, \"1439164800000\": 0.15270104, \"1379289600000\": 0.16683762, \"1463356800000\": 1.16987695, \"1396224000000\": 0.2901166, \"1481846400000\": 1.46898624, \"1440633600000\": 0.21433358, \"1430956800000\": -0.04173514, \"1401926400000\": 0.48426026, \"1384905600000\": 0.1072143, \"1489622400000\": 0.8745499, \"1451260800000\": 0.5517058, \"1421971200000\": -0.09913025, \"1438300800000\": 0.18088616, \"1378252800000\": 0.07283762, \"1457913600000\": 0.63786719, \"1458000000000\": 0.59686719, \"1470787200000\": 1.37189221, \"1461801600000\": 0.64010599, \"1468454400000\": 1.62932275, \"1489536000000\": 0.8848766, \"1426550400000\": -0.1302434, \"1486080000000\": 1.49911884, \"1376870400000\": 0.0861771, \"1470355200000\": 1.29089221, \"1426464000000\": -0.1192434, \"1391990400000\": 0.21732198, \"1382400000000\": 0.1491925, \"1417996800000\": -0.06144545, \"1447718400000\": 0.37885484, \"1484611200000\": 1.39941584, \"1398384000000\": 0.35681636, \"1434585600000\": -0.02436918, \"1468281600000\": 1.60932275, \"1467590400000\": 1.53032275, \"1446681600000\": 0.39417334, \"1486684800000\": 1.38111884, \"1377820800000\": 0.06183762, \"1481241600000\": 1.43098624, \"1410307200000\": 0.09815567, \"1387152000000\": 0.1428867, \"1439510400000\": 0.11770104, \"1451952000000\": 0.5967058, \"1432684800000\": -0.09094754, \"1450224000000\": 0.4817058, \"1420416000000\": -0.05790535, \"1433894400000\": -0.12636918, \"1412035200000\": -0.12884433, \"1458259200000\": 0.43268999, \"1395619200000\": 0.30041098, \"1476921600000\": 1.44881251, \"1375228800000\": 0.01750946, \"1380240000000\": 0.22983762, \"1381276800000\": 0.21683762, \"1386201600000\": 0.1678867, \"1387238400000\": 0.13755596, \"1435622400000\": 0.08263082, \"1375920000000\": 0.0081771, \"1430784000000\": -0.03473514, \"1452816000000\": 0.5625475, \"1456790400000\": 0.5380498, \"1490313600000\": 0.68525556, \"1409875200000\": 0.16215567, \"1478563200000\": 1.84081251, \"1488412800000\": 1.33280844, \"1478736000000\": 1.99781251, \"1375056000000\": 0.01983706, \"1395014400000\": 0.26141098, \"1395878400000\": 0.23441098, \"1451347200000\": 0.5837058, \"1377734400000\": 0.05883762, \"1422835200000\": -0.11213025, \"1413849600000\": -0.00608197, \"1455667200000\": 0.4200498, \"1435017600000\": -0.02036918, \"1435795200000\": 0.09963082, \"1395964800000\": 0.2531166, \"1462492800000\": 0.90887695, \"1478822400000\": 2.01981251, \"1390521600000\": 0.22393776, \"1439251200000\": 0.14170104, \"1460937600000\": 0.48610599, \"1446076800000\": 0.37933358, \"1481673600000\": 1.51798624, \"1392249600000\": 0.22432198, \"1481760000000\": 1.47398624, \"1437523200000\": 0.21426236, \"1446595200000\": 0.39433358, \"1428019200000\": 0.01231102, \"1389225600000\": 0.34155596, \"1402358400000\": 0.47626026, \"1420675200000\": -0.03390535, \"1386633600000\": 0.1828867, \"1392336000000\": 0.21432198, \"1422230400000\": -0.07813025, \"1452729600000\": 0.5915475, \"1443571200000\": 0.34633358, \"1411948800000\": -0.13284433, \"1421280000000\": -0.11113025, \"1487203200000\": 1.19580844, \"1419465600000\": 0.00232415, \"1406160000000\": 0.42943223, \"1405296000000\": 0.53670573, \"1441065600000\": 0.21433358, \"1404172800000\": 0.4799845, \"1464652800000\": 1.22387695, \"1464566400000\": 1.22887695, \"1450137600000\": 0.4887058, \"1386806400000\": 0.1978867, \"1423008000000\": -0.12435489, \"1396310400000\": 0.2901166, \"1465862400000\": 1.44370127, \"1451001600000\": 0.5477058, \"1457049600000\": 0.5310498, \"1412812800000\": -0.13984433, \"1480982400000\": 1.32398624, \"1431388800000\": -0.05273514, \"1379462400000\": 0.18483762, \"1459382400000\": 0.36349605, \"1425254400000\": -0.17480173, \"1462320000000\": 0.81587695, \"1393459200000\": 0.08071396, \"1421884800000\": -0.09713025, \"1423785600000\": -0.12480173, \"1474502400000\": 1.50343845, \"1445904000000\": 0.36633358, \"1471824000000\": 1.39766209, \"1381363200000\": 0.21983762, \"1411689600000\": -0.08584433, \"1490832000000\": 0.68825556, \"1425600000000\": -0.13202367, \"1381881600000\": 0.17751272, \"1482192000000\": 1.27070176, \"1490745600000\": 0.65825556, \"1489708800000\": 0.8415499, \"1387843200000\": 0.19055596, \"1464220800000\": 1.28287695, \"1419379200000\": 0.00332415, \"1481068800000\": 1.44298624, \"1470096000000\": 1.28589221, \"1400544000000\": 0.56181636, \"1483056000000\": 1.51670176, \"1448409600000\": 0.45485484, \"1478131200000\": 1.62281251, \"1447372800000\": 0.37401314, \"1466467200000\": 1.33951651, \"1454630400000\": 0.45821828, \"1425859200000\": -0.10502367, \"1375747200000\": -0.02349054, \"1426118400000\": -0.1032434, \"1489104000000\": 1.1098766, \"1373241600000\": -0.02616294, \"1386547200000\": 0.1808867, \"1404345600000\": 0.5049845, \"1484524800000\": 1.39141584, \"1458691200000\": 0.43649605, \"1386028800000\": 0.1608867, \"1454457600000\": 0.48121828, \"1398211200000\": 0.39381636, \"1477526400000\": 1.50481251, \"1422921600000\": -0.12035489, \"1384473600000\": 0.1302143, \"1374537600000\": 0.06383706, \"1427328000000\": -0.0764666, \"1426809600000\": -0.0894666, \"1372896000000\": -0.00416294, \"1397692800000\": 0.30481636, \"1484179200000\": 1.28541584, \"1404432000000\": 0.4929845, \"1437955200000\": 0.23726236, \"1379376000000\": 0.16983762, \"1416787200000\": -0.03121783, \"1394668800000\": 0.24141098, \"1417737600000\": -0.07144545, \"1473638400000\": 1.48843845, \"1394755200000\": 0.25841098, \"1462752000000\": 0.96587695, \"1434499200000\": -0.01736918, \"1374105600000\": 0.04983706, \"1411084800000\": 0.05415567, \"1425945600000\": -0.0872434, \"1426636800000\": -0.1142434, \"1448841600000\": 0.49385484, \"1454544000000\": 0.45821828, \"1423180800000\": -0.12135489, \"1488153600000\": 1.34780844, \"1383609600000\": 0.16654046, \"1453248000000\": 0.48638208, \"1479340800000\": 1.76181251, \"1468886400000\": 1.43332275, \"1421020800000\": -0.07690535, \"1403827200000\": 0.5149845, \"1385510400000\": 0.1178867, \"1487808000000\": 1.28680844, \"1488240000000\": 1.33880844, \"1392854400000\": 0.1640132, \"1406246400000\": 0.42943223, \"1432080000000\": -0.05594754, \"1376438400000\": 0.1001771, \"1418688000000\": -0.08944545, \"1443398400000\": 0.30133358, \"1394150400000\": 0.15041098, \"1384387200000\": 0.12554046, \"1372636800000\": 0.0, \"1372723200000\": 0.0, \"1396396800000\": 0.2921166, \"1439856000000\": 0.14470104, \"1416441600000\": -0.02221783, \"1427241600000\": -0.0504666, \"1435881600000\": 0.07963082, \"1389830400000\": 0.32355596, \"1443052800000\": 0.27733358, \"1446163200000\": 0.38533358, \"1382313600000\": 0.1451925, \"1426723200000\": -0.0904666, \"1467331200000\": 1.46232275, \"1459209600000\": 0.38949605, \"1434067200000\": -0.10736918, \"1411603200000\": -0.09184433, \"1417392000000\": -0.10844545, \"1446768000000\": 0.38617334, \"1462838400000\": 1.09887695, \"1424131200000\": -0.11580173, \"1457395200000\": 0.7030498, \"1413417600000\": -0.03284433, \"1428969600000\": 0.04431102, \"1438732800000\": 0.18188616, \"1460505600000\": 0.49910599, \"1441929600000\": 0.21633358, \"1469491200000\": 1.39711495, \"1419984000000\": -0.10667585, \"1426204800000\": -0.1162434, \"1402012800000\": 0.46626026, \"1399334400000\": 0.40381636, \"1455753600000\": 0.4170498, \"1441843200000\": 0.21933358, \"1407110400000\": 0.40915567, \"1407283200000\": 0.43115567, \"1487635200000\": 1.36380844, \"1440720000000\": 0.19133358, \"1490054400000\": 0.7775499, \"1464307200000\": 1.23587695, \"1377475200000\": -0.00616238, \"1404950400000\": 0.51370573, \"1470700800000\": 1.37689221, \"1475107200000\": 1.46322975, \"1397433600000\": 0.3331166, \"1397001600000\": 0.3661166, \"1402272000000\": 0.46926026, \"1407369600000\": 0.44015567, \"1464048000000\": 1.28187695, \"1383696000000\": 0.15154046, \"1409184000000\": 0.27215567, \"1378166400000\": 0.05183762, \"1482278400000\": 1.26970176, \"1407456000000\": 0.41315567, \"1438560000000\": 0.18788616, \"1461542400000\": 0.78810599, \"1479081600000\": 2.01781251, \"1433376000000\": -0.10015948, \"1454284800000\": 0.49138208, \"1470009600000\": 1.25189221, \"1474416000000\": 1.53643845, \"1473206400000\": 1.42443845, \"1490918400000\": 0.70025556, \"1445212800000\": 0.35133358, \"1383868800000\": 0.16754046, \"1424044800000\": -0.09880173, \"1459296000000\": 0.36049605, \"1433808000000\": -0.13036918, \"1465344000000\": 1.39870127, \"1388707200000\": 0.26355596, \"1482451200000\": 1.41570176, \"1393200000000\": 0.0960132, \"1465948800000\": 1.39370127, \"1442534400000\": 0.24633358, \"1485388800000\": 1.33411884, \"1408924800000\": 0.29415567, \"1374796800000\": 0.04983706, \"1408060800000\": 0.34915567, \"1428537600000\": 0.06331102, \"1458777600000\": 0.38549605, \"1415577600000\": -0.12076577, \"1417478400000\": -0.11344545, \"1378944000000\": 0.09683762, \"1389312000000\": 0.34255596, \"1408406400000\": 0.33815567, \"1450310400000\": 0.5017058, \"1420502400000\": -0.00190535, \"1463702400000\": 1.16887695, \"1438646400000\": 0.17388616, \"1421712000000\": -0.11813025, \"1389052800000\": 0.33355596, \"1374624000000\": 0.07183706, \"1391040000000\": 0.26162834, \"1430265600000\": -0.08273514, \"1377129600000\": 0.0491771, \"1449014400000\": 0.47385484, \"1461888000000\": 0.70010599, \"1382054400000\": 0.15651272, \"1410480000000\": 0.09615567, \"1389916800000\": 0.35055596, \"1465257600000\": 1.39270127, \"1440547200000\": 0.21933358, \"1403568000000\": 0.48026026, \"1435190400000\": -0.01336918, \"1384819200000\": 0.1402143, \"1449619200000\": 0.47285484, \"1378425600000\": 0.09583762, \"1450051200000\": 0.4777058, \"1453680000000\": 0.50138208, \"1423699200000\": -0.13757781, \"1437091200000\": 0.1984501, \"1472428800000\": 1.30166209, \"1388620800000\": 0.23155596, \"1421798400000\": -0.10913025, \"1480032000000\": 1.49856205, \"1400457600000\": 0.55081636, \"1473724800000\": 1.52343845, \"1486598400000\": 1.43411884, \"1406073600000\": 0.43343223, \"1386288000000\": 0.1538867, \"1460419200000\": 0.44510599, \"1445558400000\": 0.37633358, \"1467849600000\": 1.51932275, \"1388448000000\": 0.23855596, \"1454371200000\": 0.47238208, \"1416268800000\": -0.03721783, \"1391731200000\": 0.23262834, \"1408665600000\": 0.31515567, \"1483401600000\": 1.51370176, \"1403740800000\": 0.5089845, \"1478217600000\": 1.70281251, \"1441152000000\": 0.21533358, \"1383004800000\": 0.2271925, \"1427414400000\": -0.1214666, \"1438214400000\": 0.18588616, \"1479168000000\": 1.90681251, \"1376352000000\": 0.0941771, \"1446508800000\": 0.39333358, \"1463616000000\": 1.17587695, \"1410825600000\": 0.12915567, \"1415836800000\": -0.09176577, \"1403136000000\": 0.52326026, \"1415923200000\": -0.06799211, \"1429747200000\": -0.01531134, \"1466035200000\": 1.40470127, \"1468800000000\": 1.55732275, \"1415059200000\": -0.05453879, \"1374710400000\": 0.06983706, \"1458086400000\": 0.55868999, \"1411344000000\": -0.02584433, \"1413763200000\": -0.01584433, \"1461628800000\": 0.72910599, \"1409702400000\": 0.20015567, \"1482710400000\": 1.50070176, \"1484092800000\": 1.24641584, \"1384128000000\": 0.15254046, \"1423094400000\": -0.12835489, \"1489449600000\": 0.9288766, \"1447113600000\": 0.37517334, \"1459900800000\": 0.31710599, \"1397606400000\": 0.3011166, \"1471392000000\": 1.41489221, \"1473033600000\": 1.35743845, \"1447977600000\": 0.42885484, \"1459814400000\": 0.34130345, \"1406592000000\": 0.37543223, \"1395705600000\": 0.24241098, \"1448323200000\": 0.46785484, \"1479859200000\": 1.62856205, \"1407196800000\": 0.43215567, \"1408579200000\": 0.31115567, \"1456185600000\": 0.4970498, \"1390348800000\": 0.27093776, \"1474588800000\": 1.49743845, \"1445817600000\": 0.37133358, \"1442188800000\": 0.23733358, \"1438041600000\": 0.23107588, \"1471996800000\": 1.42166209, \"1453766400000\": 0.50038208, \"1463529600000\": 1.13087695, \"1466640000000\": 1.27951651, \"1480896000000\": 1.25298624, \"1436745600000\": 0.20063082, \"1387324800000\": 0.16055596, \"1414972800000\": -0.09631065, \"1456963200000\": 0.5390498, \"1413936000000\": -0.05308197, \"1430352000000\": -0.09573514, \"1476144000000\": 1.39402519, \"1417132800000\": -0.11721783, \"1470873600000\": 1.35789221, \"1484697600000\": 1.36041584, \"1442793600000\": 0.26433358, \"1407715200000\": 0.40915567, \"1385424000000\": 0.1208867, \"1398643200000\": 0.40581636, \"1476662400000\": 1.40381251, \"1444780800000\": 0.33933358, \"1375833600000\": -0.0238229, \"1483488000000\": 1.53570176, \"1434412800000\": -0.05236918, \"1427068800000\": -0.0574666, \"1405987200000\": 0.42143223, \"1408320000000\": 0.34315567, \"1428883200000\": 0.07331102, \"1476403200000\": 1.35481251, \"1374019200000\": 0.06483706, \"1411430400000\": -0.05484433, \"1482105600000\": 1.35798624, \"1393891200000\": 0.10371396, \"1455494400000\": 0.44021828, \"1430870400000\": -0.02473514, \"1387929600000\": 0.20255596, \"1390953600000\": 0.25193776, \"1476230400000\": 1.36802519, \"1473379200000\": 1.47143845, \"1378857600000\": 0.08983762, \"1402617600000\": 0.50526026, \"1381708800000\": 0.20383762, \"1472515200000\": 1.34243845, \"1447804800000\": 0.39085484, \"1400716800000\": 0.53981636, \"1415145600000\": -0.05853879, \"1477872000000\": 1.55881251, \"1423440000000\": -0.12835489, \"1471564800000\": 1.36466209, \"1479686400000\": 1.80656205, \"1466985600000\": 1.32832275, \"1377561600000\": 0.01383762, \"1456272000000\": 0.4820498, \"1373328000000\": -0.01516294, \"1489968000000\": 0.8525499, \"1472083200000\": 1.38866209, \"1421625600000\": -0.11713025, \"1458518400000\": 0.40668999, \"1410393600000\": 0.08915567, \"1440115200000\": 0.14033358, \"1383523200000\": 0.16954046, \"1386720000000\": 0.1798867, \"1392681600000\": 0.18332198, \"1433116800000\": -0.08115948, \"1479427200000\": 1.75981251, \"1419811200000\": -0.02167585, \"1463011200000\": 1.09487695, \"1376956800000\": 0.0831771, \"1400198400000\": 0.53881636, \"1412899200000\": -0.11284433, \"1428451200000\": 0.05731102, \"1462924800000\": 1.07087695, \"1409788800000\": 0.17415567, \"1431907200000\": -0.09694754, \"1413158400000\": -0.03184433, \"1376006400000\": 0.0111771, \"1433203200000\": -0.07515948, \"1440374400000\": 0.20333358, \"1452470400000\": 0.5807058, \"1388102400000\": 0.20455596, \"1402444800000\": 0.47926026, \"1484784000000\": 1.33541584}}'"
      }
     ],
     "trading_days": ""
    },
    {
     "cell_type": "markdown",
     "id": "0C58BBCC1777411BA982D8CB6375C5C2",
     "metadata": {},
     "source": [
      "# 4. \u53cc\u5747\u7ebf\u7a81\u7834 - \u9644\u5e26\u6b62\u76c8\u6b62\u635f\n",
      "\u5229\u7528\u77ed\u671f\u5747\u7ebf $MA{\\_S}$ \u548c\u957f\u671f\u5747\u7ebf $MA\\_{L}$ \u751f\u6210\u5f00\u5e73\u4ed3\u4fe1\u53f7\uff1a\n",
      "* $MA\\_{S}$ \u4e0a\u7a7f $MA\\_{L}$\uff0c\u5f62\u6210\u505a\u591a\u4fe1\u53f7\uff0c\u4e70\u5165\u5f00\u4ed3\uff1b\n",
      "* $MA\\_{S}$ \u4e0a\u7a7f $MA\\_{L}$\uff0c\u5f62\u6210\u505a\u7a7a\u4fe1\u53f7\uff0c\u5356\u51fa\u5f00\u4ed3\uff1b\n",
      "* \u6b62\u76c8 [\u57fa\u4e8e Bar \u7ebf\u7684\u6b62\u76c8]\uff1a\u6d6e\u52a8\u76c8\u5229 / \u4fdd\u8bc1\u91d1 > 5%\uff0c \u8ba1\u7b97 | \u6d6e\u52a8\u76c8\u5229\u00d7\u4fdd\u8bc1\u91d1\u6bd4\u4f8b / \u4fdd\u8bc1\u91d1\uff1b\n",
      "* \u6b62\u635f [\u57fa\u4e8e Bar \u7ebf\u7684\u6b62\u635f]\uff1a\u6d6e\u52a8\u4e8f\u635f / \u4fdd\u8bc1\u91d1 < 3%\uff0c \u8ba1\u7b97 | \u6d6e\u52a8\u4e8f\u635f\u00d7\u4fdd\u8bc1\u91d1\u6bd4\u4f8b / \u4fdd\u8bc1\u91d1\u3002"
     ]
    },
    {
     "cell_type": "strategy",
     "collapsed": false,
     "has_detail": true,
     "id": "DECBDAE9AD3C49C48B3E1EB4C2083AE0",
     "input": "#**********************************************#\n# \u53cc\u5747\u7ebf\u7a81\u7834\u7b56\u7565\n#**********************************************#\nimport re\nimport talib\nimport pandas as pd\nimport numpy as np\nimport quartz_futures as qf\nfrom quartz_futures.api import *\n\n### \u53c2\u6570\u521d\u59cb\u5316\nuniverse = ['RBM0']               # \u7b56\u7565\u8bc1\u5238\u6c60\nstart = '2013-07-01'\nend   = '2017-03-31'\nrefresh_rate = 1                  # \u8c03\u4ed3\u5468\u671f\nfreq = 'd'                          # \u8c03\u4ed3\u9891\u7387\uff1as -> \u79d2\uff1bm-> \u5206\u949f\uff1bd-> \u65e5\uff1b\n\n## \u81ea\u52a8\u751f\u6210\u4fdd\u8bc1\u91d1\u6bd4\u4f8b\uff1a margin_rate\nmargin_ratio = DataAPI.FutuGet(ticker = universe, field = ['ticker','tradeMarginRatio'], pandas = '1')\nmargin_rate = dict(zip(margin_ratio.ticker.tolist(), [0.01*index for index in margin_ratio.tradeMarginRatio.tolist()]))\n\naccounts = {\n    'futures_account': AccountConfig(account_type='futures', capital_base=10000, margin_rate=margin_rate)\n}\n\n### \u7b56\u7565\u521d\u59cb\u5316\u51fd\u6570\uff0c\u4e00\u822c\u7528\u4e8e\u8bbe\u7f6e\u8ba1\u6570\u5668\uff0c\u56de\u6d4b\u8f85\u52a9\u53d8\u91cf\u7b49\u3002\ndef initialize(context):\n    pass\n\n### \u56de\u6d4b\u8c03\u4ed3\u903b\u8f91\uff0c\u6bcf\u4e2a\u8c03\u4ed3\u5468\u671f\u8fd0\u884c\u4e00\u6b21\uff0c\u53ef\u5728\u6b64\u51fd\u6570\u5185\u5b9e\u73b0\u4fe1\u53f7\u751f\u4ea7\uff0c\u751f\u6210\u8c03\u4ed3\u6307\u4ee4\u3002\ndef handle_data(context):\n    futures_account = context.get_account('futures_account')\n    \n    if main_contract_mapping_changed(context, futures_account):\n        return\n    \n    symbol = context.get_symbol('RBM0')\n    amount = 1\n    \n    symbol = context.get_symbol(universe[0])\n    current_long = futures_account.get_positions().get(symbol, dict()).get('long_amount', 0)\n    current_short= futures_account.get_positions().get(symbol, dict()).get('short_amount', 0)\n    \n    history_data = context.history(symbol=symbol, attribute=['closePrice', 'openPrice', 'lowPrice', 'highPrice'], time_range=30, freq='1d')[symbol]\n        \n    ## \u8ba1\u7b97 MA_S \u548c MS_L\n    MA_S = talib.MA(history_data['closePrice'].apply(float).values, timeperiod = 5)\n    MA_L = talib.MA(history_data['closePrice'].apply(float).values, timeperiod = 10)\n    \n    if MA_S[-1] > MA_L[-1] and MA_S[-2] < MA_L[-2]:\n        if current_short > 0:\n            print context.current_date, '\u4e70\u5165\u5e73\u4ed3'\n            futures_account.order(symbol, current_short, 'close')\n        if current_long < amount:\n            print context.current_date, '\u4e70\u5165\u5f00\u4ed3'\n            futures_account.order(symbol, amount, 'open')\n            \n    if MA_S[-1] < MA_L[-1] and MA_S[-2] > MA_L[-2]:\n        if current_long > 0:\n            print context.current_date, '\u5356\u51fa\u5e73\u4ed3'\n            futures_account.order(symbol, -current_long, 'close')\n        if current_short < amount:\n            print context.current_date, '\u5356\u51fa\u5f00\u4ed3'\n            futures_account.order(symbol, -amount, 'open')\n    \n    \n    profit =futures_account.get_positions().get(symbol, dict()).get('profit', 0)\n    margin = futures_account.get_positions().get(symbol, dict()).get('long_margin', 0) - futures_account.get_positions().get(symbol, dict()).get('short_margin', 0)\n    \n    if margin and profit/margin < -0.03:\n        if current_long > 0:\n            futures_account.order(symbol, -current_long, 'close')\n        if current_short > 0:\n            futures_account.order(symbol, current_short, 'close')\n        print context.current_date, '\u6b62\u635f'\n    if margin and profit/margin > 0.05:\n        if current_long > 0:\n            futures_account.order(symbol, -current_long, 'close')\n        if current_short > 0:\n            futures_account.order(symbol, current_short, 'close')\n        print context.current_date, '\u6b62\u76c8'\n        \n\ndef main_contract_mapping_changed(context, futures_account):\n    '''\n        \u5904\u7406\u79fb\u4ed3\u6362\u6708\u7684\u60c5\u51b5\n    '''\n    if context.mapping_changed('RBM0'):\n        symbol_before, symbol_after = context.get_rolling_tuple('RBM0')\n        if futures_account.get_position(symbol_before):\n            futures_account.switch_position(symbol_before, symbol_after)\n            return True\n        \n    return False",
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-07-04 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2013-07-09 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-07-30 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2013-08-06 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u76c8\n2013-08-07 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2013-08-09 00:00:00 \u6b62\u76c8\n2013-08-23 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-08-27 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-10-16 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2013-10-17 00:00:00 \u6b62\u635f\n2013-10-21 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2013-10-25 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-11-04 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2013-11-15 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5e73\u4ed3\n2013-11-15 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2013-11-15 00:00:00 \u6b62\u635f\n2013-11-18 00:00:00 \u6b62\u76c8\n2013-11-26 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2013-12-03 00:00:00 \u6b62\u76c8\n2013-12-17 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2013-12-19 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-01-20 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-01-22 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2014-01-22 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-01-22 00:00:00 \u6b62\u635f\n2014-01-23 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-01-30 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-02-10 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2014-02-10 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-02-11 00:00:00 \u6b62\u76c8\n2014-02-20 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2014-02-21 00:00:00 \u6b62\u635f\n2014-02-25 00:00:00 \u5356\u51fa\u5f00\u4ed3\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-03-10 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-03-28 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-04-01 00:00:00 \u6b62\u76c8\n2014-04-17 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2014-04-21 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-05-29 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-06-03 00:00:00 \u6b62\u635f\n2014-06-05 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-06-13 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u635f\n2014-06-25 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-06-27 00:00:00 \u6b62\u76c8\n2014-07-22 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-07-30 00:00:00 \u6b62\u76c8\n2014-07-31 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-08-06 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-10-15 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-10-23 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5e73\u4ed3\n2014-10-23 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-10-23 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-10-24 00:00:00 \u6b62\u76c8\n2014-11-04 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2014-11-06 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2014-11-06 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-11-11 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u76c8\n2014-11-14 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-11-18 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2014-11-18 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-11-19 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-12-01 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2014-12-05 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2014-12-22 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2014-12-23 00:00:00 \u6b62\u635f\n2015-01-05 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2015-01-07 00:00:00 \u6b62\u76c8\n2015-01-14 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-01-23 00:00:00 \u6b62\u635f\n2015-02-03 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2015-02-06 00:00:00 \u6b62\u635f\n2015-02-10 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2015-02-13 00:00:00 \u4e70\u5165\u5e73\u4ed3\n2015-02-13 00:00:00 \u4e70\u5165\u5f00\u4ed3\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-02-17 00:00:00 \u6b62\u76c8\n2015-03-03 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2015-03-06 00:00:00 \u6b62\u635f\n2015-03-19 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-03-24 00:00:00 \u6b62\u76c8\n2015-03-31 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2015-04-01 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u635f\n2015-04-20 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-04-22 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2015-04-22 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2015-04-22 00:00:00 \u6b62\u635f\n2015-04-23 00:00:00 \u4e70\u5165\u5e73\u4ed3\n2015-04-23 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-04-23 00:00:00 \u6b62\u76c8\n2015-04-24 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2015-04-24 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2015-04-24 00:00:00 \u6b62\u635f\n2015-04-27 00:00:00 \u4e70\u5165\u5e73\u4ed3\n2015-04-27 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-04-27 00:00:00 \u6b62\u76c8\n2015-04-28 00:00:00 \u6b62\u635f\n2015-05-15 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-05-21 00:00:00 \u6b62\u635f\n2015-05-28 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2015-06-09 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5e73\u4ed3\n2015-06-09 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2015-06-09 00:00:00 \u6b62\u635f\n2015-06-10 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-07-17 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-07-23 00:00:00 \u6b62\u635f\n2015-07-28 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2015-07-30 00:00:00 \u4e70\u5165\u5e73\u4ed3\n2015-07-30 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-07-30 00:00:00 \u6b62\u76c8\n2015-07-31 00:00:00 \u6b62\u635f\n2015-08-10 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-08-14 00:00:00 \u6b62\u76c8\n2015-08-19 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-08-21 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2015-08-21 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2015-08-21 00:00:00 \u6b62\u635f\n2015-08-25 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-11-12 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2015-11-13 00:00:00 \u6b62\u635f\n2015-11-16 00:00:00 \u5356\u51fa\u5f00\u4ed3\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-11-19 00:00:00 \u6b62\u635f\n2015-12-10 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2015-12-18 00:00:00 \u6b62\u76c8\n2016-01-12 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-01-14 00:00:00 \u6b62\u635f\n2016-01-20 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-01-21 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u635f\n2016-02-03 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2016-02-05 00:00:00 \u6b62\u76c8\n2016-02-16 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-02-23 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-03-16 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-03-17 00:00:00 \u6b62\u76c8\n2016-03-23 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2016-03-24 00:00:00 \u6b62\u76c8\n2016-04-01 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2016-04-05 00:00:00 \u6b62\u76c8\n2016-04-06 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-04-12 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-05-03 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-05-04 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-06-03 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-06-06 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-06-21 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-06-22 00:00:00 \u6b62\u76c8\n2016-06-24 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-06-27 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-07-21 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-07-22 00:00:00 \u6b62\u76c8\n2016-07-29 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2016-08-01 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-08-30 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-08-31 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-09-27 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-09-28 00:00:00 \u6b62\u635f\n2016-10-11 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2016-10-12 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-10-13 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2016-10-14 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-11-21 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-11-22 00:00:00 \u6b62\u635f\n2016-11-28 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u4e70\u5165\u5f00\u4ed3\n2016-11-30 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2016-12-20 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2016-12-23 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2017-01-11 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2017-01-13 00:00:00 \u6b62\u76c8\n2017-01-25 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2017-02-03 00:00:00 \u6b62\u76c8\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2017-02-14 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2017-02-15 00:00:00 \u6b62\u635f\n2017-03-07 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2017-03-08 00:00:00 \u4e70\u5165\u5e73\u4ed3\n2017-03-08 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2017-03-09 00:00:00 \u5356\u51fa\u5e73\u4ed3\n2017-03-09 00:00:00 \u5356\u51fa\u5f00\u4ed3\n2017-03-09 00:00:00 \u6b62\u635f\n"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": "2017-03-10 00:00:00 \u6b62\u76c8\n2017-03-16 00:00:00 \u4e70\u5165\u5f00\u4ed3\n2017-03-20 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u6b62\u635f\n2017-03-24 00:00:00"
      },
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": " \u5356\u51fa\u5f00\u4ed3\n2017-03-28 00:00:00 \u6b62\u635f\n"
      },
      {
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 5,
       "text": "'{\"information\": -0.27832, \"benchmark_cumulative_return\": {\"1419897600000\": 0.5711565726, \"1398038400000\": -0.0060845936, \"1477008000000\": 0.5121691871, \"1440460800000\": 0.3827463829, \"1468368000000\": 0.4917787553, \"1408492800000\": 0.0752053948, \"1402876800000\": -0.0039897484, \"1473292800000\": 0.5175421696, \"1435104000000\": 1.2175939727, \"1405900800000\": -0.0156045514, \"1459468800000\": 0.4640718155, \"1477440000000\": 0.52446561, \"1486944000000\": 0.5614889305, \"1377043200000\": 0.0490539116, \"1375315200000\": 0.0203213611, \"1458864000000\": 0.453130453, \"1469059200000\": 0.4779895848, \"1384992000000\": 0.0951314163, \"1415232000000\": 0.1387914425, \"1420761600000\": 0.6116766032, \"1399420800000\": -0.0287734477, \"1476057600000\": 0.4967777556, \"1429488000000\": 1.0548204159, \"1458604800000\": 0.4658417551, \"1379980800000\": 0.1105360259, \"1389744000000\": 0.0037716301, \"1449187200000\": 0.6711465755, \"1469664000000\": 0.4637273702, \"1419552000000\": 0.5658353933, \"1472688000000\": 0.500280373, \"1433721600000\": 1.4328149993, \"1374192000000\": -0.0046168387, \"1478476800000\": 0.5252799186, \"1427760000000\": 0.8409190054, \"1420588800000\": 0.6557864985, \"1442361600000\": 0.5037661771, \"1384300800000\": 0.0397520721, \"1450828800000\": 0.7569348008, \"1480550400000\": 0.6199996365, \"1409011200000\": 0.0560973171, \"1406678400000\": 0.0551521376, \"1396569600000\": -0.0068934492, \"1437696000000\": 0.8977565617, \"1442448000000\": 0.4709352734, \"1407888000000\": 0.0719154428, \"1488931200000\": 0.5671491021, \"1490659200000\": 0.5767273611, \"1385078400000\": 0.0896648248, \"1375660800000\": 0.0353033663, \"1471219200000\": 0.5420168678, \"1456704000000\": 0.3075591646, \"1483660800000\": 0.5212242802, \"1403049600000\": -0.0183582958, \"1458172800000\": 0.4196797295, \"1380499200000\": 0.0946997237, \"1401753600000\": -0.0230478406, \"1400112000000\": -0.0257016141, \"1481587200000\": 0.5472935146, \"1446422400000\": 0.5795232296, \"1484265600000\": 0.5086120401, \"1486512000000\": 0.537410935, \"1405382400000\": -0.0116602443, \"1463961600000\": 0.4028750727, \"1409097600000\": 0.0576923077, \"1487030400000\": 0.5612749018, \"1453852800000\": 0.3315908099, \"1373846400000\": 0.0484677185, \"1416873600000\": 0.2203540788, \"1461283200000\": 0.4427171187, \"1398124800000\": -0.0017449469, \"1392940800000\": 0.0289234041, \"1379030400000\": 0.1309891668, \"1489017600000\": 0.5572488003, \"1385942400000\": 0.099130253, \"1478044800000\": 0.5147193544, \"1429228800000\": 1.0885469682, \"1466121600000\": 0.4133874691, \"1414108800000\": 0.0863703286, \"1382486400000\": 0.098993929, \"1448582400000\": 0.6163443362, \"1485129600000\": 0.5286830195, \"1397088000000\": 0.0332266977, \"1399852800000\": -0.0093563691, \"1462233600000\": 0.4602751927, \"1480636800000\": 0.6036039516, \"1454025600000\": 0.3387423659, \"1482969600000\": 0.4985481496, \"1474329600000\": 0.4802071216, \"1450742400000\": 0.7616388869, \"1423526400000\": 0.5481587175, \"1417046400000\": 0.2516767849, \"1416528000000\": 0.1739584848, \"1375401600000\": 0.0211847463, \"1406851200000\": 0.0585102516, \"1451865600000\": 0.5763895958, \"1452643200000\": 0.4340732696, \"1459123200000\": 0.4403664389, \"1471910400000\": 0.51857187, \"1461110400000\": 0.4455003999, \"1402963200000\": -0.0140731787, \"1395273600000\": -0.0516531554, \"1480291200000\": 0.6063876872, \"1414022400000\": 0.08874691, \"1431648000000\": 1.098239603, \"1452124800000\": 0.4970117784, \"1401408000000\": -0.0200759779, \"1418256000000\": 0.4464019558, \"1437004800000\": 0.8164515777, \"1479254400000\": 0.5584520867, \"1373932800000\": 0.0532617784, \"1378080000000\": 0.0543932674, \"1382918400000\": 0.0751190563, \"1418601600000\": 0.4619519776, \"1444348800000\": 0.5177930057, \"1418947200000\": 0.5373573142, \"1474848000000\": 0.4633397557, \"1490227200000\": 0.5731688054, \"1401321600000\": -0.0206667151, \"1444608000000\": 0.5666774211, \"1394409600000\": -0.046736404, \"1430697600000\": 1.1756125491, \"1395187200000\": -0.0362485459, \"1405036800000\": -0.02391577, \"1432598400000\": 1.362458194, \"1404864000000\": -0.0235976807, \"1437609600000\": 0.9316221645, \"1469404800000\": 0.4681569907, \"1397174400000\": 0.0318225607, \"1477958400000\": 0.5263977752, \"1466553600000\": 0.4241134397, \"1487548800000\": 0.5774470154, \"1439769600000\": 0.8530391159, \"1429833600000\": 1.1369419805, \"1406505600000\": 0.0560109786, \"1449792000000\": 0.6395498582, \"1450396800000\": 0.7121896357, \"1450915200000\": 0.7401310528, \"1386115200000\": 0.1247364403, \"1452211200000\": 0.5275388069, \"1390435200000\": 0.0142004144, \"1435708800000\": 0.9326291442, \"1413504000000\": 0.1095544932, \"1441584000000\": 0.4770634906, \"1390262400000\": -0.0060118875, \"1470614400000\": 0.4696556456, \"1467763200000\": 0.4617583976, \"1417651200000\": 0.4106578086, \"1383782400000\": 0.0635769594, \"1469750400000\": 0.4559082812, \"1460073600000\": 0.4476361422, \"1447200000000\": 0.7420595827, \"1473120000000\": 0.518933583, \"1443139200000\": 0.4686413952, \"1393977600000\": -0.0166587902, \"1387756800000\": 0.0381525374, \"1451520000000\": 0.6954181511, \"1393286400000\": -0.0194170787, \"1401062400000\": -0.0202940963, \"1429660800000\": 1.1538325214, \"1405641600000\": -0.016586084, \"1433289600000\": 1.3373155082, \"1429142400000\": 1.0510169769, \"1461024000000\": 0.4715278283, \"1381190400000\": 0.1095908463, \"1381449600000\": 0.1217236804, \"1400630400000\": -0.0294141704, \"1376524800000\": 0.0549567399, \"1447891200000\": 0.7153959757, \"1457481600000\": 0.3959152792, \"1418083200000\": 0.4118211066, \"1445990400000\": 0.6017703941, \"1486425600000\": 0.5294118984, \"1434326400000\": 1.3725688891, \"1436832000000\": 0.8686150393, \"1382572800000\": 0.0908235786, \"1447632000000\": 0.7104687727, \"1407801600000\": 0.0710747782, \"1401235200000\": -0.014218591, \"1423612800000\": 0.5605096699, \"1415750400000\": 0.1788934128, \"1394064000000\": -0.0122737022, \"1415664000000\": 0.1626663153, \"1402531200000\": -0.0214619383, \"1427155200000\": 0.805406609, \"1403222400000\": -0.0290415515, \"1487289600000\": 0.5547486186, \"1401840000000\": -0.0328858877, \"1416182400000\": 0.1665242838, \"1389571200000\": -0.0031627163, \"1399939200000\": -0.011719318, \"1424908800000\": 0.6205740148, \"1470268800000\": 0.4547081758, \"1462406400000\": 0.4604478697, \"1460592000000\": 0.4885815036, \"1448496000000\": 0.7083343936, \"1440979200000\": 0.529798604, \"1461196800000\": 0.4362199178, \"1431993600000\": 1.1499291115, \"1444262400000\": 0.4979651374, \"1431561600000\": 1.1360967718, \"1376611200000\": 0.0470317726, \"1453334400000\": 0.4002040316, \"1422316800000\": 0.6244956013, \"1432252800000\": 1.2499545587, \"1385683200000\": 0.1082866802, \"1378684800000\": 0.1090455504, \"1437350400000\": 0.8906372692, \"1439942400000\": 0.7659117348, \"1438128000000\": 0.7860163407, \"1393804800000\": -0.0046668242, \"1453420800000\": 0.4147988767, \"1377216000000\": 0.0392113203, \"1384732800000\": 0.1037243711, \"1419292800000\": 0.5108877417, \"1484006400000\": 0.5260433328, \"1392163200000\": 0.0411743856, \"1435276800000\": 0.9704245129, \"1404777600000\": -0.0091655155, \"1429056000000\": 0.9905618366, \"1372809600000\": 0.0014495783, \"1461715200000\": 0.4386342155, \"1428364800000\": 0.9358186709, \"1481500800000\": 0.5491761488, \"1422489600000\": 0.5821760942, \"1422576000000\": 0.5606323615, \"1470182400000\": 0.4511719318, \"1480464000000\": 0.6077145739, \"1479772800000\": 0.5760705976, \"1448928000000\": 0.632114294, \"1481155200000\": 0.5768789988, \"1414454400000\": 0.0981578086, \"1445299200000\": 0.6257556893, \"1463443200000\": 0.4023306856, \"1385337600000\": 0.085425149, \"1485302400000\": 0.5340555475, \"1449446400000\": 0.6756975244, \"1388361600000\": 0.0449051185, \"1467072000000\": 0.4252222081, \"1473811200000\": 0.4717218627, \"1422403200000\": 0.6019521594, \"1467936000000\": 0.4506143667, \"1399248000000\": -0.0200714338, \"1470960000000\": 0.4969436164, \"1384214400000\": 0.0633270321, \"1418169600000\": 0.4639150429, \"1465171200000\": 0.444483423, \"1482364800000\": 0.5157735931, \"1488844800000\": 0.5695238658, \"1380153600000\": 0.0835211575, \"1410998400000\": 0.0945270467, \"1416960000000\": 0.2373763996, \"1457654400000\": 0.3715482769, \"1395360000000\": -0.0190126509, \"1487721600000\": 0.5857918605, \"1403654400000\": -0.0305683801, \"1400803200000\": -0.0237340047, \"1476748800000\": 0.509257307, \"1444867200000\": 0.5844549767, \"1453161600000\": 0.4646307438, \"1463097600000\": 0.3972912425, \"1453075200000\": 0.4226447761, \"1393545600000\": -0.0098471354, \"1430092800000\": 1.1846326523, \"1432857600000\": 1.1997373491, \"1474243200000\": 0.4828068198, \"1444694400000\": 0.565473226, \"1397520000000\": 0.0130961902, \"1396915200000\": 0.0166678784, \"1377648000000\": 0.0579013378, \"1476835200000\": 0.5069438891, \"1398297600000\": -0.0046213829, \"1436486400000\": 0.8660735059, \"1490572800000\": 0.5804668187, \"1439424000000\": 0.8519444343, \"1424995200000\": 0.6235458776, \"1412726400000\": 0.1262087393, \"1387497600000\": 0.0352170278, \"1466380800000\": 0.4144403446, \"1378339200000\": 0.0641177112, \"1413331200000\": 0.1196152029, \"1442880000000\": 0.5172995129, \"1383177600000\": 0.0786498473, \"1430179200000\": 1.1547640686, \"1449532800000\": 0.646348335, \"1467676800000\": 0.4574773702, \"1381968000000\": 0.0966491566, \"1378771200000\": 0.124622837, \"1425513600000\": 0.5887832631, \"1409529600000\": 0.0702886433, \"1487894400000\": 0.5785644176, \"1418774400000\": 0.5271012069, \"1445385600000\": 0.5782926785, \"1383264000000\": 0.0837574524, \"1427932800000\": 0.8743547332, \"1441756800000\": 0.5446892722, \"1436400000000\": 0.7711329431, \"1388966400000\": 0.0172677039, \"1436918400000\": 0.8025478952, \"1486339200000\": 0.5328290861, \"1413244800000\": 0.1117493093, \"1392768000000\": 0.0490857205, \"1410220800000\": 0.1111403955, \"1488326400000\": 0.5715600916, \"1426032000000\": 0.6016477025, \"1414368000000\": 0.0764277665, \"1407974400000\": 0.0614866584, \"1390780800000\": 0.0069434346, \"1398816000000\": -0.0190762687, \"1374451200000\": 0.0007043406, \"1392595200000\": 0.0504444162, \"1485216000000\": 0.5288511524, \"1382659200000\": 0.0763050749, \"1435536000000\": 0.9046954522, \"1447027200000\": 0.7451082412, \"1395100800000\": -0.028405373, \"1447286400000\": 0.7246455577, \"1453939200000\": 0.2967845718, \"1409616000000\": 0.0844390723, \"1460678400000\": 0.4869333467, \"1415318400000\": 0.1370101425, \"1489363200000\": 0.5714055911, \"1441670400000\": 0.5150242657, \"1452038400000\": 0.6085356987, \"1399507200000\": -0.0296004799, \"1387411200000\": 0.0598780355, \"1433462400000\": 1.3768312854, \"1482883200000\": 0.5004221499, \"1482796800000\": 0.5070093246, \"1449100800000\": 0.7037311873, \"1438819200000\": 0.7412443653, \"1437436800000\": 0.8930883743, \"1471305600000\": 0.5351193289, \"1490140800000\": 0.5677485641, \"1405468800000\": -0.0135278828, \"1475020800000\": 0.4681592628, \"1401148800000\": -0.0242474916, \"1416355200000\": 0.1529464156, \"1484870400000\": 0.5245060528, \"1418342400000\": 0.4510460593, \"1427673600000\": 0.8577232078, \"1451433600000\": 0.7109454522, \"1373414400000\": 0.0106469027, \"1477612800000\": 0.5177975498, \"1488499200000\": 0.5576664061, \"1477353600000\": 0.5302162098, \"1468972800000\": 0.4712106478, \"1400025600000\": -0.0128462629, \"1450656000000\": 0.7567457649, \"1452556800000\": 0.4612612694, \"1445472000000\": 0.6015949905, \"1373587200000\": 0.033958303, \"1483920000000\": 0.5286012251, \"1414627200000\": 0.121914534, \"1438905600000\": 0.7753676203, \"1418860800000\": 0.5204349644, \"1397779200000\": 0.0108332122, \"1421193600000\": 0.5915460957, \"1421366400000\": 0.6518603679, \"1471478400000\": 0.5288666024, \"1456876800000\": 0.3865661807, \"1398729600000\": -0.0191626072, \"1405555200000\": -0.0197987858, \"1439337600000\": 0.8249809146, \"1396483200000\": -0.0161907445, \"1380067200000\": 0.1037834448, \"1479945600000\": 0.5853297223, \"1443484800000\": 0.4445134143, \"1386892800000\": 0.0936091319, \"1488758400000\": 0.5661280355, \"1456444800000\": 0.339624382, \"1457568000000\": 0.3692135015, \"1431302400000\": 1.1314390359, \"1425340800000\": 0.5940362804, \"1466726400000\": 0.39830004, \"1409270400000\": 0.0625499855, \"1394496000000\": -0.0417969318, \"1464134400000\": 0.3901528646, \"1459987200000\": 0.4583439363, \"1468195200000\": 0.4556356333, \"1385596800000\": 0.1085547841, \"1455580800000\": 0.3800689799, \"1429574400000\": 1.0990075614, \"1431475200000\": 1.14412171, \"1464825600000\": 0.4391722408, \"1444953600000\": 0.6059260033, \"1436227200000\": 0.7849366548, \"1381795200000\": 0.1212738113, \"1467158400000\": 0.4320334085, \"1480377600000\": 0.6195470409, \"1432771200000\": 1.1966382507, \"1476316800000\": 0.5007661408, \"1410912000000\": 0.0911961975, \"1440028800000\": 0.7092545805, \"1477267200000\": 0.5302721027, \"1395792000000\": -0.0134460884, \"1434672000000\": 1.1071379235, \"1404691200000\": -0.0110649629, \"1442966400000\": 0.4827631962, \"1428624000000\": 0.9741620619, \"1475193600000\": 0.4783358478, \"1399593600000\": -0.0303229969, \"1414540800000\": 0.1139395812, \"1431043200000\": 1.0713974117, \"1456099200000\": 0.4172549804, \"1472601600000\": 0.5121937255, \"1403481600000\": -0.0302321143, \"1427846400000\": 0.8739548495, \"1460332800000\": 0.4677984586, \"1417564800000\": 0.3484940745, \"1425427200000\": 0.6044514323, \"1464739200000\": 0.4361944707, \"1442275200000\": 0.4324160244, \"1468540800000\": 0.4887841719, \"1457308800000\": 0.4108804711, \"1411516800000\": 0.109613567, \"1376265600000\": 0.0691389778, \"1483574400000\": 0.5303679839, \"1373500800000\": 0.0572787916, \"1414713600000\": 0.1398184165, \"1472774400000\": 0.505977352, \"1455840000000\": 0.3866806929, \"1469145600000\": 0.4655563836, \"1389139200000\": 0.0187536353, \"1375142400000\": -0.0051121492, \"1372982400000\": 0.0119101716, \"1383091200000\": 0.0939862949, \"1392076800000\": 0.0385887742, \"1432512000000\": 1.3172804275, \"1478649600000\": 0.5236726589, \"1474934400000\": 0.4726420496, \"1469577600000\": 0.4624122982, \"1448236800000\": 0.7055651992, \"1404086400000\": -0.0161407591, \"1388016000000\": 0.0293959939, \"1404259200000\": -0.0135278828, \"1449705600000\": 0.6463774175, \"1436140800000\": 0.8169882398, \"1390176000000\": -0.0157454195, \"1406764800000\": 0.0679847681, \"1379894400000\": 0.1234413625, \"1390867200000\": 0.0087338229, \"1487116800000\": 0.5548717646, \"1465776000000\": 0.393386015, \"1424822400000\": 0.5807810455, \"1456358400000\": 0.3263187073, \"1467244800000\": 0.4331835284, \"1410739200000\": 0.107491457, \"1419206400000\": 0.5424967282, \"1433980800000\": 1.4113848699, \"1432166400000\": 1.1998055111, \"1464912000000\": 0.44927203, \"1436313600000\": 0.6645330449, \"1393372800000\": -0.0169178057, \"1389657600000\": 0.0055483859, \"1394582400000\": -0.0393112913, \"1472169600000\": 0.5027855533, \"1421107200000\": 0.5968263778, \"1439164800000\": 0.8559896212, \"1379289600000\": 0.1262132834, \"1463356800000\": 0.4065494583, \"1396224000000\": -0.0246882725, \"1481846400000\": 0.5204808601, \"1440633600000\": 0.4566844191, \"1430956800000\": 1.0312681765, \"1401926400000\": -0.0227388396, \"1384905600000\": 0.1018839974, \"1489622400000\": 0.5820429511, \"1451260800000\": 0.6938854152, \"1421971200000\": 0.6230414788, \"1438300800000\": 0.7343586411, \"1378252800000\": 0.068189254, \"1457913600000\": 0.3930901919, \"1458000000000\": 0.3972208085, \"1470787200000\": 0.4738171623, \"1461801600000\": 0.4362099208, \"1468454400000\": 0.4890050167, \"1489536000000\": 0.573925767, \"1426550400000\": 0.7072851534, \"1486080000000\": 0.5288697833, \"1376870400000\": 0.0594327105, \"1470355200000\": 0.4564444889, \"1426464000000\": 0.6839055911, \"1391990400000\": 0.0303957031, \"1382400000000\": 0.1114448524, \"1417996800000\": 0.4781518104, \"1447718400000\": 0.707860895, \"1484611200000\": 0.5115402792, \"1398384000000\": -0.0149092991, \"1434585600000\": 1.2405068526, \"1468281600000\": 0.4873773084, \"1467590400000\": 0.4562563618, \"1446681600000\": 0.6840419151, \"1486684800000\": 0.5511337611, \"1377820800000\": 0.0514713901, \"1481241600000\": 0.587583612, \"1410307200000\": 0.1053284499, \"1387152000000\": 0.0760142504, \"1439510400000\": 0.8510705976, \"1451952000000\": 0.5808037662, \"1432684800000\": 1.354510506, \"1450224000000\": 0.6747128108, \"1420416000000\": 0.6547640686, \"1433894400000\": 1.4125299913, \"1412035200000\": 0.11376236, \"1458259200000\": 0.4413820525, \"1395619200000\": -0.0109468155, \"1476921600000\": 0.5080176676, \"1375228800000\": -0.0034626291, \"1380240000000\": 0.0883061291, \"1381276800000\": 0.1149392904, \"1386201600000\": 0.1215828123, \"1387238400000\": 0.0707703214, \"1435622400000\": 1.0325896103, \"1375920000000\": 0.0345990257, \"1430784000000\": 1.0888650574, \"1452816000000\": 0.4171922713, \"1456790400000\": 0.3317462193, \"1490313600000\": 0.5857203813, \"1409875200000\": 0.1129762251, \"1478563200000\": 0.5318807256, \"1488412800000\": 0.5609531773, \"1478736000000\": 0.5407390577, \"1375056000000\": -0.0112103752, \"1395014400000\": -0.0261742039, \"1395878400000\": -0.0204167878, \"1451347200000\": 0.7094458885, \"1377734400000\": 0.0534708085, \"1422835200000\": 0.5240839029, \"1413849600000\": 0.1057646866, \"1455667200000\": 0.3920132325, \"1435017600000\": 1.1748632216, \"1435795200000\": 0.866727861, \"1395964800000\": -0.0221162934, \"1462492800000\": 0.4224743711, \"1478822400000\": 0.5528305402, \"1390521600000\": 0.0204667733, \"1439251200000\": 0.8479483241, \"1460937600000\": 0.4670518576, \"1446076800000\": 0.6055815581, \"1481673600000\": 0.5354374182, \"1392249600000\": 0.0358577505, \"1481760000000\": 0.5179375091, \"1437523200000\": 0.8890686346, \"1446595200000\": 0.6488557874, \"1428019200000\": 0.895148684, \"1389225600000\": 0.0098062382, \"1402358400000\": -0.0178902501, \"1420675200000\": 0.6173749455, \"1386633600000\": 0.1148211429, \"1392336000000\": 0.0431419951, \"1422230400000\": 0.6395185037, \"1452729600000\": 0.4639245856, \"1443571200000\": 0.4554620474, \"1411948800000\": 0.1123127817, \"1421280000000\": 0.6377599244, \"1487203200000\": 0.5636055875, \"1419465600000\": 0.515659081, \"1406160000000\": 0.0165270103, \"1405296000000\": -0.013123455, \"1441065600000\": 0.5277751018, \"1404172800000\": -0.0163952305, \"1464652800000\": 0.4402900974, \"1464566400000\": 0.3935536935, \"1450137600000\": 0.6787793551, \"1386806400000\": 0.0951405046, \"1423008000000\": 0.5458094009, \"1396310400000\": -0.0170495856, \"1465862400000\": 0.3977674676, \"1451001600000\": 0.7441294351, \"1457049600000\": 0.4059046459, \"1412812800000\": 0.1278355388, \"1480982400000\": 0.5718849971, \"1431388800000\": 1.1572906064, \"1379462400000\": 0.105364803, \"1459382400000\": 0.4623418642, \"1425254400000\": 0.6364648466, \"1462320000000\": 0.458421641, \"1393459200000\": -0.0211438491, \"1421884800000\": 0.6211692962, \"1423785600000\": 0.5767367675, \"1474502400000\": 0.4955290279, \"1445904000000\": 0.6326518649, \"1471824000000\": 0.5162838992, \"1381363200000\": 0.1039152247, \"1411689600000\": 0.1074960012, \"1490832000000\": 0.5617084121, \"1425600000000\": 0.5806856187, \"1381881600000\": 0.1003026392, \"1482192000000\": 0.5036825651, \"1490745600000\": 0.5746297895, \"1489708800000\": 0.5658194889, \"1387843200000\": 0.0398111458, \"1464220800000\": 0.3924181147, \"1419379200000\": 0.4679320561, \"1481068800000\": 0.5794255308, \"1470096000000\": 0.4491479751, \"1400544000000\": -0.0385660535, \"1483056000000\": 0.5041447034, \"1448409600000\": 0.7184123709, \"1478131200000\": 0.5291392504, \"1447372800000\": 0.702342046, \"1466467200000\": 0.4115520939, \"1454630400000\": 0.3467850262, \"1425859200000\": 0.6076005162, \"1375747200000\": 0.0422604333, \"1426118400000\": 0.6326341428, \"1489104000000\": 0.5576795841, \"1373241600000\": -0.0168223789, \"1386547200000\": 0.1137078304, \"1404345600000\": -0.0092927512, \"1484524800000\": 0.5084002836, \"1458691200000\": 0.4705231205, \"1386028800000\": 0.1100316272, \"1454457600000\": 0.3399006653, \"1398211200000\": -0.0027128472, \"1477526400000\": 0.5203281773, \"1422921600000\": 0.5620228661, \"1384473600000\": 0.0682028864, \"1374537600000\": 0.0296322888, \"1427328000000\": 0.7949323833, \"1426809600000\": 0.7688354297, \"1372896000000\": 0.009697179, \"1397692800000\": 0.0109786244, \"1484179200000\": 0.5075723426, \"1404432000000\": -0.009969827, \"1437955200000\": 0.7352820089, \"1379376000000\": 0.1030063981, \"1416787200000\": 0.2038588774, \"1394668800000\": -0.0274056638, \"1417737600000\": 0.419991457, \"1473638400000\": 0.4825705249, \"1394755200000\": -0.0353533518, \"1462752000000\": 0.3930561109, \"1434499200000\": 1.3351529555, \"1374105600000\": 0.0203077287, \"1411084800000\": 0.1020475862, \"1425945600000\": 0.5998118729, \"1426636800000\": 0.7477006689, \"1448841600000\": 0.6206249091, \"1454544000000\": 0.3563145267, \"1423180800000\": 0.505207576, \"1488153600000\": 0.5660094336, \"1383609600000\": 0.0832167006, \"1453248000000\": 0.4424794605, \"1479340800000\": 0.5616070779, \"1468886400000\": 0.4760406064, \"1421020800000\": 0.5966173477, \"1403827200000\": -0.0228933401, \"1385510400000\": 0.0971717319, \"1487808000000\": 0.5783244874, \"1488240000000\": 0.5690026538, \"1392854400000\": 0.0394430711, \"1406246400000\": 0.0271784572, \"1432080000000\": 1.1606987058, \"1376438400000\": 0.0674531046, \"1418688000000\": 0.5011087684, \"1443398400000\": 0.4735495129, \"1394150400000\": -0.0146684601, \"1384387200000\": 0.0471953613, \"1372636800000\": 0.0057619602, \"1372723200000\": 0.009697179, \"1396396800000\": -0.009047368, \"1439856000000\": 0.7383179439, \"1416441600000\": 0.152891886, \"1427241600000\": 0.7905745601, \"1435881600000\": 0.7658122183, \"1389830400000\": 0.0050894285, \"1443052800000\": 0.4927471099, \"1446163200000\": 0.6059323651, \"1382313600000\": 0.1230005816, \"1426723200000\": 0.7448287771, \"1467331200000\": 0.4333103097, \"1459209600000\": 0.4247718845, \"1434067200000\": 1.4243492802, \"1411603200000\": 0.1073914861, \"1417392000000\": 0.2813590592, \"1446768000000\": 0.7237594518, \"1462838400000\": 0.3946451941, \"1424131200000\": 0.6005889196, \"1457395200000\": 0.4121678239, \"1413417600000\": 0.1107677766, \"1428969600000\": 1.0167678494, \"1438732800000\": 0.7571706413, \"1460505600000\": 0.4820156863, \"1441929600000\": 0.5210066163, \"1469491200000\": 0.4857441472, \"1419984000000\": 0.6057646866, \"1426204800000\": 0.6439126799, \"1402012800000\": -0.0299549222, \"1399334400000\": -0.0196806384, \"1455753600000\": 0.3876413225, \"1441843200000\": 0.525720245, \"1407110400000\": 0.0795132325, \"1407283200000\": 0.0738785081, \"1487635200000\": 0.582640959, \"1440720000000\": 0.5187790824, \"1490054400000\": 0.5751539552, \"1464307200000\": 0.3916401592, \"1377475200000\": 0.0613367021, \"1404950400000\": -0.0262605424, \"1470700800000\": 0.4800153592, \"1475107200000\": 0.4742924786, \"1397433600000\": 0.0308864694, \"1397001600000\": 0.0172586157, \"1402272000000\": -0.030154864, \"1407369600000\": 0.0576286898, \"1464048000000\": 0.392120474, \"1383696000000\": 0.0694934201, \"1409184000000\": 0.0502762833, \"1378166400000\": 0.0699160244, \"1482278400000\": 0.5170750327, \"1407456000000\": 0.0592963865, \"1438560000000\": 0.7400551658, \"1461542400000\": 0.4368697288, \"1479081600000\": 0.5587501818, \"1433376000000\": 1.3545059619, \"1454284800000\": 0.3182746837, \"1470009600000\": 0.4435841392, \"1474416000000\": 0.4844027192, \"1473206400000\": 0.5181115494, \"1490918400000\": 0.5704729079, \"1445212800000\": 0.6059791697, \"1383868800000\": 0.0487630871, \"1424044800000\": 0.5902101207, \"1459296000000\": 0.4615180129, \"1433808000000\": 1.416324342, \"1465344000000\": 0.4377571979, \"1388707200000\": 0.0409608114, \"1482451200000\": 0.5030168496, \"1393200000000\": 0.0063027119, \"1465948800000\": 0.4161189472, \"1442534400000\": 0.4774215683, \"1485388800000\": 0.5395344082, \"1408924800000\": 0.0646266541, \"1374796800000\": 0.0106196379, \"1408060800000\": 0.0727061219, \"1428537600000\": 0.9367729388, \"1458777600000\": 0.4458752908, \"1415577600000\": 0.1659017377, \"1417478400000\": 0.3286771121, \"1378944000000\": 0.1394230769, \"1389312000000\": 0.0019130798, \"1408406400000\": 0.0791269812, \"1450310400000\": 0.7067253163, \"1420502400000\": 0.6545459503, \"1463702400000\": 0.3987830813, \"1438646400000\": 0.7940939908, \"1421712000000\": 0.5432874073, \"1389052800000\": 0.0169768795, \"1374624000000\": 0.0220435873, \"1391040000000\": 0.000822488, \"1430265600000\": 1.1695188672, \"1377129600000\": 0.0469363458, \"1449014400000\": 0.6913057111, \"1461888000000\": 0.4344667915, \"1382054400000\": 0.1024292933, \"1410480000000\": 0.1080231205, \"1389916800000\": -0.0100652537, \"1465257600000\": 0.4436954704, \"1440547200000\": 0.3749145703, \"1403568000000\": -0.0253653483, \"1435190400000\": 1.1387032863, \"1384819200000\": 0.0961174931, \"1449619200000\": 0.6522184455, \"1378425600000\": 0.0714064999, \"1450051200000\": 0.6864739349, \"1453680000000\": 0.4218072924, \"1423699200000\": 0.564485786, \"1437091200000\": 0.8864948379, \"1472428800000\": 0.5030995529, \"1388620800000\": 0.0551385052, \"1421798400000\": 0.6126626799, \"1480032000000\": 0.6001245092, \"1400457600000\": -0.0388523339, \"1473724800000\": 0.4815385524, \"1486598400000\": 0.5433201251, \"1406073600000\": -0.0012769013, \"1386288000000\": 0.1143530973, \"1460419200000\": 0.4625063618, \"1445558400000\": 0.6228192708, \"1467849600000\": 0.4586456667, \"1388448000000\": 0.0587965319, \"1454371200000\": 0.3456694416, \"1416268800000\": 0.1548549513, \"1391731200000\": 0.005380253, \"1408665600000\": 0.0748509525, \"1483401600000\": 0.5187522721, \"1403740800000\": -0.0234295478, \"1478217600000\": 0.5241816017, \"1441152000000\": 0.5294786971, \"1383004800000\": 0.0778909772, \"1427414400000\": 0.8047931511, \"1438214400000\": 0.7337738113, \"1479168000000\": 0.5585784136, \"1376352000000\": 0.071992693, \"1446508800000\": 0.5747659772, \"1463616000000\": 0.3916406136, \"1410825600000\": 0.0854842228, \"1415836800000\": 0.1722726116, \"1403136000000\": -0.0335038898, \"1415923200000\": 0.1728815254, \"1429747200000\": 1.1543232878, \"1466035200000\": 0.4062613603, \"1468800000000\": 0.4823060564, \"1415059200000\": 0.1420177766, \"1374710400000\": 0.0168314672, \"1458086400000\": 0.404151974, \"1411344000000\": 0.0810127963, \"1413763200000\": 0.1154527774, \"1461628800000\": 0.4446529192, \"1409702400000\": 0.0946088411, \"1482710400000\": 0.5097430747, \"1484092800000\": 0.5152387487, \"1384128000000\": 0.0523711284, \"1423094400000\": 0.5299867311, \"1489449600000\": 0.5707671405, \"1447113600000\": 0.7418741821, \"1459900800000\": 0.4802639232, \"1397606400000\": 0.0144912389, \"1471392000000\": 0.5327577432, \"1473033600000\": 0.5085066163, \"1447977600000\": 0.7151296895, \"1459814400000\": 0.4834257307, \"1406592000000\": 0.0594054457, \"1395705600000\": -0.0119056275, \"1448323200000\": 0.7058169442, \"1479859200000\": 0.5789629381, \"1407196800000\": 0.0766640614, \"1408579200000\": 0.069797877, \"1456185600000\": 0.4038475171, \"1390348800000\": 0.0196124764, \"1474588800000\": 0.4885065254, \"1445817600000\": 0.6310077977, \"1442188800000\": 0.4909898938, \"1438041600000\": 0.7318112004, \"1471996800000\": 0.5131339065, \"1453766400000\": 0.3362062854, \"1463529600000\": 0.3941562455, \"1466640000000\": 0.4165501854, \"1480896000000\": 0.5765445507, \"1436745600000\": 0.9139032282, \"1387324800000\": 0.0711565726, \"1414972800000\": 0.1417360404, \"1456963200000\": 0.3897875164, \"1413936000000\": 0.099062091, \"1430352000000\": 1.1584130071, \"1476144000000\": 0.502543351, \"1417132800000\": 0.2763650574, \"1470873600000\": 0.4692816635, \"1484697600000\": 0.5174517413, \"1442793600000\": 0.5033113094, \"1407715200000\": 0.0748464083, \"1385424000000\": 0.084875309, \"1398643200000\": -0.0298413189, \"1476662400000\": 0.4895116875, \"1444780800000\": 0.5477824633, \"1375833600000\": 0.0363439727, \"1483488000000\": 0.530605642, \"1434412800000\": 1.30152183, \"1427068800000\": 0.8049567399, \"1405987200000\": -0.0036080413, \"1408320000000\": 0.0790315545, \"1428883200000\": 1.0089928384, \"1476403200000\": 0.502221172, \"1374019200000\": 0.0373527701, \"1411430400000\": 0.0903464447, \"1482105600000\": 0.5127340228, \"1393891200000\": -0.0074387451, \"1455494400000\": 0.3390227388, \"1430870400000\": 1.0690935364, \"1387929600000\": 0.0474725534, \"1390953600000\": 0.0123327759, \"1476230400000\": 0.4995683074, \"1473379200000\": 0.5077631962, \"1378857600000\": 0.1282581431, \"1402617600000\": -0.0110876836, \"1381708800000\": 0.1235549658, \"1472515200000\": 0.505010815, \"1447804800000\": 0.6884088265, \"1400716800000\": -0.0317044133, \"1415145600000\": 0.1376008797, \"1477872000000\": 0.5160489676, \"1423440000000\": 0.5204304202, \"1471564800000\": 0.5291097135, \"1479686400000\": 0.563686473, \"1466985600000\": 0.418016577, \"1377561600000\": 0.0637269158, \"1456272000000\": 0.4130184855, \"1373328000000\": -0.0172540715, \"1489968000000\": 0.5675498946, \"1472083200000\": 0.5036407591, \"1421625600000\": 0.5246291988, \"1458518400000\": 0.4765872655, \"1410393600000\": 0.1012478188, \"1440115200000\": 0.6311327614, \"1383523200000\": 0.0817080486, \"1386720000000\": 0.096390141, \"1392681600000\": 0.0371710048, \"1433116800000\": 1.3066835103, \"1479427200000\": 0.5529368729, \"1419811200000\": 0.5702068489, \"1463011200000\": 0.404199233, \"1376956800000\": 0.050817035, \"1400198400000\": -0.0248518613, \"1412899200000\": 0.1209420896, \"1428451200000\": 0.9520684892, \"1462924800000\": 0.4008692926, \"1409788800000\": 0.1025065436, \"1431907200000\": 1.0790042897, \"1413158400000\": 0.1155618366, \"1376006400000\": 0.0387932601, \"1433203200000\": 1.3456221826, \"1440374400000\": 0.4884460884, \"1452470400000\": 0.450691617, \"1388102400000\": 0.0467318598, \"1402444800000\": -0.0181174567, \"1484784000000\": 0.5128730733}, \"benchmark_annualized_return\": 0.13095, \"turnover_rate\": 0.0, \"max_drawdown\": 0.29893, \"beta\": -0.02799, \"sharpe\": 0.08991, \"alpha\": 0.01919, \"volatility\": 0.18359, \"annualized_return\": 0.05151, \"cumulative_return\": {\"1419897600000\": 0.18953713, \"1398038400000\": 0.11798177, \"1477008000000\": 0.31680386, \"1440460800000\": 0.305763, \"1468368000000\": 0.52708296, \"1408492800000\": 0.12059858, \"1402876800000\": 0.1084303, \"1473292800000\": 0.44543007, \"1435104000000\": 0.33105808, \"1405900800000\": 0.15915225, \"1459468800000\": 0.35216558, \"1477440000000\": 0.31680386, \"1486944000000\": 0.28811985, \"1377043200000\": -0.00598985, \"1375315200000\": -0.01848928, \"1458864000000\": 0.37926188, \"1469059200000\": 0.48297906, \"1384992000000\": -0.05562594, \"1415232000000\": 0.0575578, \"1420761600000\": 0.25430471, \"1399420800000\": 0.11798177, \"1476057600000\": 0.39422366, \"1429488000000\": 0.40963676, \"1458604800000\": 0.33645776, \"1379980800000\": -0.03533063, \"1389744000000\": 0.0077141, \"1449187200000\": 0.31244625, \"1469664000000\": 0.44587151, \"1419552000000\": 0.18953713, \"1472688000000\": 0.44543007, \"1433721600000\": 0.34237299, \"1374192000000\": -0.00932548, \"1478476800000\": 0.31680386, \"1427760000000\": 0.39584952, \"1420588800000\": 0.25430471, \"1442361600000\": 0.305763, \"1384300800000\": -0.04413796, \"1450828800000\": 0.33229631, \"1480550400000\": 0.15398433, \"1409011200000\": 0.12059858, \"1406678400000\": 0.09987609, \"1396569600000\": 0.03427823, \"1437696000000\": 0.31768859, \"1442448000000\": 0.305763, \"1407888000000\": 0.12059858, \"1488931200000\": 0.20034046, \"1490659200000\": 0.20227812, \"1385078400000\": -0.05562594, \"1375660800000\": -0.05148928, \"1471219200000\": 0.39065124, \"1456704000000\": 0.37763681, \"1483660800000\": 0.30270655, \"1403049600000\": 0.1084303, \"1458172800000\": 0.33645776, \"1380499200000\": -0.03533063, \"1401753600000\": 0.06170403, \"1400112000000\": 0.11798177, \"1481587200000\": 0.15398433, \"1446422400000\": 0.305763, \"1484265600000\": 0.33741905, \"1486512000000\": 0.28811985, \"1405382400000\": 0.15915225, \"1463961600000\": 0.52563968, \"1409097600000\": 0.12059858, \"1487030400000\": 0.25796465, \"1453852800000\": 0.32597439, \"1373846400000\": -0.00932548, \"1416873600000\": 0.0869941, \"1461283200000\": 0.41986395, \"1398124800000\": 0.11798177, \"1392940800000\": -0.15382417, \"1379030400000\": -0.03533063, \"1489017600000\": 0.18503294, \"1385942400000\": -0.00978974, \"1478044800000\": 0.31680386, \"1429228800000\": 0.41774049, \"1466121600000\": 0.58246144, \"1414108800000\": 0.07389885, \"1382486400000\": -0.06481415, \"1448582400000\": 0.31244625, \"1485129600000\": 0.33741905, \"1397088000000\": 0.03427823, \"1399852800000\": 0.11798177, \"1462233600000\": 0.49474943, \"1480636800000\": 0.15398433, \"1454025600000\": 0.32597439, \"1482969600000\": 0.30270655, \"1474329600000\": 0.44543007, \"1450742400000\": 0.33229631, \"1423526400000\": 0.24574555, \"1417046400000\": 0.0869941, \"1416528000000\": 0.0869941, \"1375401600000\": -0.03748928, \"1406851200000\": 0.08973781, \"1451865600000\": 0.33229631, \"1452643200000\": 0.34821716, \"1459123200000\": 0.37926188, \"1471910400000\": 0.39065124, \"1461110400000\": 0.41986395, \"1402963200000\": 0.1084303, \"1395273600000\": -0.02242482, \"1480291200000\": 0.38041399, \"1414022400000\": 0.06901283, \"1431648000000\": 0.31758309, \"1452124800000\": 0.33229631, \"1401408000000\": 0.07284164, \"1418256000000\": 0.12676469, \"1437004800000\": 0.33105808, \"1479254400000\": 0.31680386, \"1373932800000\": -0.00932548, \"1378080000000\": -0.03533063, \"1382918400000\": -0.03197259, \"1418601600000\": 0.12676469, \"1444348800000\": 0.305763, \"1418947200000\": 0.12676469, \"1474848000000\": 0.44543007, \"1490227200000\": 0.13055658, \"1401321600000\": 0.11984164, \"1444608000000\": 0.305763, \"1394409600000\": -0.02242482, \"1430697600000\": 0.31868929, \"1395187200000\": -0.02242482, \"1405036800000\": 0.15915225, \"1432598400000\": 0.36447896, \"1404864000000\": 0.15915225, \"1437609600000\": 0.31768859, \"1469404800000\": 0.44587151, \"1397174400000\": 0.03427823, \"1477958400000\": 0.31680386, \"1466553600000\": 0.55527546, \"1487548800000\": 0.28080976, \"1439769600000\": 0.22312538, \"1429833600000\": 0.30501262, \"1406505600000\": 0.1330155, \"1449792000000\": 0.30737173, \"1450396800000\": 0.33229631, \"1450915200000\": 0.33229631, \"1386115200000\": -0.00595579, \"1452211200000\": 0.33229631, \"1390435200000\": -0.07590235, \"1435708800000\": 0.33105808, \"1413504000000\": 0.11447915, \"1441584000000\": 0.305763, \"1390262400000\": -0.03644182, \"1470614400000\": 0.39065124, \"1467763200000\": 0.52708296, \"1417651200000\": 0.12088029, \"1383782400000\": -0.03913796, \"1469750400000\": 0.41476014, \"1460073600000\": 0.30696754, \"1447200000000\": 0.305763, \"1473120000000\": 0.44543007, \"1443139200000\": 0.305763, \"1393977600000\": -0.14727677, \"1387756800000\": 0.0077141, \"1451520000000\": 0.33229631, \"1393286400000\": -0.14897379, \"1401062400000\": 0.11798177, \"1429660800000\": 0.36843138, \"1405641600000\": 0.15915225, \"1433289600000\": 0.37237299, \"1429142400000\": 0.41774049, \"1461024000000\": 0.41986395, \"1381190400000\": -0.03533063, \"1381449600000\": -0.03533063, \"1400630400000\": 0.11798177, \"1376524800000\": -0.00598985, \"1447891200000\": 0.31244625, \"1457481600000\": 0.37763681, \"1418083200000\": 0.12676469, \"1445990400000\": 0.305763, \"1486425600000\": 0.28811985, \"1434326400000\": 0.33105808, \"1436832000000\": 0.33105808, \"1382572800000\": -0.03581415, \"1447632000000\": 0.29052437, \"1407801600000\": 0.12059858, \"1401235200000\": 0.11798177, \"1423612800000\": 0.24674555, \"1415750400000\": 0.02744283, \"1394064000000\": -0.13627677, \"1415664000000\": 0.02744283, \"1402531200000\": 0.09256611, \"1427155200000\": 0.36996071, \"1403222400000\": 0.1084303, \"1487289600000\": 0.28080976, \"1401840000000\": 0.06170403, \"1416182400000\": 0.03132966, \"1389571200000\": 0.0077141, \"1399939200000\": 0.11798177, \"1424908800000\": 0.27940805, \"1470268800000\": 0.39065124, \"1462406400000\": 0.52563968, \"1460592000000\": 0.41986395, \"1448496000000\": 0.31244625, \"1440979200000\": 0.305763, \"1461196800000\": 0.41986395, \"1431993600000\": 0.33258309, \"1444262400000\": 0.305763, \"1431561600000\": 0.31868929, \"1376611200000\": -0.00598985, \"1453334400000\": 0.32597439, \"1422316800000\": 0.27508075, \"1432252800000\": 0.36447896, \"1385683200000\": -0.02578974, \"1378684800000\": -0.03533063, \"1437350400000\": 0.36896772, \"1439942400000\": 0.21103318, \"1438128000000\": 0.29159535, \"1393804800000\": -0.14197379, \"1453420800000\": 0.32597439, \"1377216000000\": -0.03715959, \"1384732800000\": -0.05562594, \"1419292800000\": 0.18953713, \"1484006400000\": 0.30270655, \"1392163200000\": -0.11851696, \"1435276800000\": 0.33105808, \"1404777600000\": 0.15915225, \"1429056000000\": 0.41774049, \"1372809600000\": 0.0, \"1461715200000\": 0.41986395, \"1428364800000\": 0.41774049, \"1481500800000\": 0.15398433, \"1422489600000\": 0.27508075, \"1422576000000\": 0.27508075, \"1470182400000\": 0.39065124, \"1480464000000\": 0.15398433, \"1479772800000\": 0.37355596, \"1448928000000\": 0.31244625, \"1481155200000\": 0.15398433, \"1414454400000\": 0.07389885, \"1445299200000\": 0.305763, \"1463443200000\": 0.52563968, \"1385337600000\": -0.05562594, \"1485302400000\": 0.35027055, \"1449446400000\": 0.31244625, \"1388361600000\": 0.0077141, \"1467072000000\": 0.52708296, \"1473811200000\": 0.44543007, \"1422403200000\": 0.27508075, \"1467936000000\": 0.52708296, \"1399248000000\": 0.11798177, \"1470960000000\": 0.39065124, \"1384214400000\": -0.03813796, \"1418169600000\": 0.12676469, \"1465171200000\": 0.58246144, \"1482364800000\": 0.20484209, \"1488844800000\": 0.24865474, \"1380153600000\": -0.03533063, \"1410998400000\": 0.12059858, \"1416960000000\": 0.0869941, \"1457654400000\": 0.37763681, \"1395360000000\": -0.02242482, \"1487721600000\": 0.28080976, \"1403654400000\": 0.11729242, \"1400803200000\": 0.11798177, \"1476748800000\": 0.31680386, \"1444867200000\": 0.305763, \"1453161600000\": 0.34913877, \"1463097600000\": 0.52563968, \"1453075200000\": 0.34913877, \"1393545600000\": -0.14997379, \"1430092800000\": 0.29079806, \"1432857600000\": 0.35837299, \"1474243200000\": 0.44543007, \"1444694400000\": 0.305763, \"1397520000000\": 0.03427823, \"1396915200000\": 0.03427823, \"1377648000000\": -0.03533063, \"1476835200000\": 0.31680386, \"1398297600000\": 0.11798177, \"1436486400000\": 0.33105808, \"1490572800000\": 0.19941573, \"1439424000000\": 0.22321938, \"1424995200000\": 0.27940805, \"1412726400000\": 0.12059858, \"1387497600000\": 0.0077141, \"1466380800000\": 0.58246144, \"1378339200000\": -0.03533063, \"1413331200000\": 0.11847915, \"1442880000000\": 0.305763, \"1383177600000\": -0.03197259, \"1430179200000\": 0.31868929, \"1449532800000\": 0.31244625, \"1467676800000\": 0.52708296, \"1381968000000\": -0.06865404, \"1378771200000\": -0.03533063, \"1425513600000\": 0.30229708, \"1409529600000\": 0.12059858, \"1487894400000\": 0.28080976, \"1418774400000\": 0.12676469, \"1445385600000\": 0.305763, \"1383264000000\": -0.03197259, \"1427932800000\": 0.41774049, \"1441756800000\": 0.305763, \"1436400000000\": 0.33105808, \"1388966400000\": 0.0077141, \"1436918400000\": 0.33105808, \"1486339200000\": 0.28811985, \"1413244800000\": 0.12059858, \"1392768000000\": -0.11851696, \"1410220800000\": 0.12059858, \"1488326400000\": 0.28080976, \"1426032000000\": 0.30018706, \"1414368000000\": 0.07389885, \"1407974400000\": 0.12059858, \"1390780800000\": -0.07590235, \"1398816000000\": 0.11798177, \"1374451200000\": -0.00932548, \"1392595200000\": -0.11851696, \"1485216000000\": 0.33741905, \"1382659200000\": -0.03197259, \"1435536000000\": 0.33105808, \"1447027200000\": 0.305763, \"1395100800000\": -0.02242482, \"1447286400000\": 0.2926829, \"1453939200000\": 0.32597439, \"1409616000000\": 0.12059858, \"1460678400000\": 0.41986395, \"1415318400000\": 0.0525578, \"1489363200000\": 0.18988062, \"1441670400000\": 0.305763, \"1452038400000\": 0.33229631, \"1399507200000\": 0.11798177, \"1387411200000\": 0.0077141, \"1433462400000\": 0.35037299, \"1482883200000\": 0.30270655, \"1482796800000\": 0.30270655, \"1449100800000\": 0.31244625, \"1438819200000\": 0.25531194, \"1437436800000\": 0.38777998, \"1471305600000\": 0.39065124, \"1490140800000\": 0.13055658, \"1405468800000\": 0.15915225, \"1475020800000\": 0.39422366, \"1401148800000\": 0.11798177, \"1416355200000\": 0.0869941, \"1484870400000\": 0.33741905, \"1418342400000\": 0.12676469, \"1427673600000\": 0.36996071, \"1451433600000\": 0.33229631, \"1373414400000\": -0.00932548, \"1477612800000\": 0.31680386, \"1488499200000\": 0.28080976, \"1477353600000\": 0.31680386, \"1468972800000\": 0.52708296, \"1400025600000\": 0.11798177, \"1450656000000\": 0.33229631, \"1452556800000\": 0.34121716, \"1445472000000\": 0.305763, \"1373587200000\": -0.00932548, \"1483920000000\": 0.30270655, \"1414627200000\": 0.07389885, \"1438905600000\": 0.25531194, \"1418860800000\": 0.12676469, \"1397779200000\": 0.10012811, \"1421193600000\": 0.26619226, \"1421366400000\": 0.24119226, \"1471478400000\": 0.39065124, \"1456876800000\": 0.37763681, \"1398729600000\": 0.11798177, \"1405555200000\": 0.15915225, \"1439337600000\": 0.25121938, \"1396483200000\": 0.03427823, \"1380067200000\": -0.03533063, \"1479945600000\": 0.37355596, \"1443484800000\": 0.305763, \"1386892800000\": -0.00595579, \"1488758400000\": 0.28080976, \"1456444800000\": 0.37763681, \"1457568000000\": 0.37763681, \"1431302400000\": 0.31868929, \"1425340800000\": 0.27929708, \"1466726400000\": 0.54217858, \"1409270400000\": 0.12059858, \"1394496000000\": -0.02242482, \"1464134400000\": 0.52563968, \"1459987200000\": 0.30496754, \"1468195200000\": 0.52708296, \"1385596800000\": -0.02878974, \"1455580800000\": 0.29172487, \"1429574400000\": 0.39263676, \"1431475200000\": 0.31868929, \"1464825600000\": 0.52563968, \"1444953600000\": 0.305763, \"1436227200000\": 0.33105808, \"1381795200000\": -0.03533063, \"1467158400000\": 0.52708296, \"1480377600000\": 0.31812212, \"1432771200000\": 0.36837299, \"1476316800000\": 0.31190974, \"1410912000000\": 0.12059858, \"1440028800000\": 0.20703318, \"1477267200000\": 0.31680386, \"1395792000000\": -0.02242482, \"1434672000000\": 0.33105808, \"1404691200000\": 0.15915225, \"1442966400000\": 0.305763, \"1428624000000\": 0.41774049, \"1475193600000\": 0.39422366, \"1399593600000\": 0.11798177, \"1414540800000\": 0.07389885, \"1431043200000\": 0.31868929, \"1456099200000\": 0.35472487, \"1472601600000\": 0.44543007, \"1403481600000\": 0.1084303, \"1427846400000\": 0.41774049, \"1460332800000\": 0.38096754, \"1417564800000\": 0.07588029, \"1425427200000\": 0.28429708, \"1464739200000\": 0.52563968, \"1442275200000\": 0.305763, \"1468540800000\": 0.52708296, \"1457308800000\": 0.37763681, \"1411516800000\": 0.12059858, \"1376265600000\": -0.00598985, \"1483574400000\": 0.30270655, \"1373500800000\": -0.00932548, \"1414713600000\": 0.07389885, \"1472774400000\": 0.44543007, \"1455840000000\": 0.30172487, \"1469145600000\": 0.44587151, \"1389139200000\": 0.0077141, \"1375142400000\": -0.00848928, \"1372982400000\": 0.00383706, \"1383091200000\": -0.03197259, \"1392076800000\": -0.11851696, \"1432512000000\": 0.36447896, \"1478649600000\": 0.31680386, \"1474934400000\": 0.40832572, \"1469577600000\": 0.44587151, \"1448236800000\": 0.31244625, \"1404086400000\": 0.15915225, \"1388016000000\": 0.0077141, \"1404259200000\": 0.15915225, \"1449705600000\": 0.30837173, \"1436140800000\": 0.33105808, \"1390176000000\": 0.00355818, \"1406764800000\": 0.09973781, \"1379894400000\": -0.03533063, \"1390867200000\": -0.07590235, \"1487116800000\": 0.28080976, \"1465776000000\": 0.58246144, \"1424822400000\": 0.27940805, \"1456358400000\": 0.37763681, \"1467244800000\": 0.52708296, \"1410739200000\": 0.12059858, \"1419206400000\": 0.15764949, \"1433980800000\": 0.33105808, \"1432166400000\": 0.36447896, \"1464912000000\": 0.55355184, \"1436313600000\": 0.33105808, \"1393372800000\": -0.14297379, \"1389657600000\": 0.0077141, \"1394582400000\": -0.02242482, \"1472169600000\": 0.39065124, \"1421107200000\": 0.25430471, \"1439164800000\": 0.26221938, \"1379289600000\": -0.03533063, \"1463356800000\": 0.52563968, \"1396224000000\": 0.03242799, \"1481846400000\": 0.15398433, \"1440633600000\": 0.305763, \"1430956800000\": 0.31868929, \"1401926400000\": 0.07356611, \"1384905600000\": -0.05562594, \"1489622400000\": 0.18071727, \"1451260800000\": 0.33229631, \"1421971200000\": 0.27508075, \"1438300800000\": 0.25531194, \"1378252800000\": -0.03533063, \"1457913600000\": 0.37763681, \"1458000000000\": 0.37763681, \"1470787200000\": 0.39065124, \"1461801600000\": 0.41986395, \"1468454400000\": 0.52708296, \"1489536000000\": 0.18988062, \"1426550400000\": 0.30018706, \"1486080000000\": 0.28811985, \"1376870400000\": -0.00598985, \"1470355200000\": 0.39065124, \"1426464000000\": 0.30018706, \"1391990400000\": -0.11136342, \"1382400000000\": -0.07281415, \"1417996800000\": 0.12676469, \"1447718400000\": 0.29652437, \"1484611200000\": 0.33741905, \"1398384000000\": 0.11798177, \"1434585600000\": 0.33105808, \"1468281600000\": 0.52708296, \"1467590400000\": 0.52708296, \"1446681600000\": 0.305763, \"1486684800000\": 0.28811985, \"1377820800000\": -0.03533063, \"1481241600000\": 0.15398433, \"1410307200000\": 0.12059858, \"1387152000000\": -0.00595579, \"1439510400000\": 0.22312538, \"1451952000000\": 0.33229631, \"1432684800000\": 0.36447896, \"1450224000000\": 0.31937173, \"1420416000000\": 0.19542238, \"1433894400000\": 0.33105808, \"1412035200000\": 0.12059858, \"1458259200000\": 0.33645776, \"1395619200000\": -0.02242482, \"1476921600000\": 0.31680386, \"1375228800000\": -0.01048928, \"1380240000000\": -0.03533063, \"1381276800000\": -0.03533063, \"1386201600000\": -0.00595579, \"1387238400000\": -0.00712116, \"1435622400000\": 0.33105808, \"1375920000000\": -0.01382137, \"1430784000000\": 0.31868929, \"1452816000000\": 0.34913877, \"1456790400000\": 0.37763681, \"1490313600000\": 0.10941573, \"1409875200000\": 0.12059858, \"1478563200000\": 0.31680386, \"1488412800000\": 0.28080976, \"1478736000000\": 0.31680386, \"1375056000000\": -0.00932548, \"1395014400000\": -0.02242482, \"1395878400000\": -0.02242482, \"1451347200000\": 0.33229631, \"1377734400000\": -0.03533063, \"1422835200000\": 0.27508075, \"1413849600000\": 0.13524151, \"1455667200000\": 0.28472487, \"1435017600000\": 0.33105808, \"1435795200000\": 0.33105808, \"1395964800000\": -0.00457201, \"1462492800000\": 0.52563968, \"1478822400000\": 0.31680386, \"1390521600000\": -0.07590235, \"1439251200000\": 0.25121938, \"1460937600000\": 0.41986395, \"1446076800000\": 0.305763, \"1481673600000\": 0.15398433, \"1392249600000\": -0.11851696, \"1481760000000\": 0.15398433, \"1437523200000\": 0.33977998, \"1446595200000\": 0.305763, \"1428019200000\": 0.41774049, \"1389225600000\": 0.0077141, \"1402358400000\": 0.06556611, \"1420675200000\": 0.25430471, \"1386633600000\": -0.00595579, \"1392336000000\": -0.11851696, \"1422230400000\": 0.27508075, \"1452729600000\": 0.34913877, \"1443571200000\": 0.305763, \"1411948800000\": 0.12059858, \"1421280000000\": 0.25819226, \"1487203200000\": 0.28080976, \"1419465600000\": 0.18953713, \"1406160000000\": 0.1560155, \"1405296000000\": 0.15915225, \"1441065600000\": 0.305763, \"1404172800000\": 0.15915225, \"1464652800000\": 0.52563968, \"1464566400000\": 0.52563968, \"1450137600000\": 0.32637173, \"1386806400000\": -0.00595579, \"1423008000000\": 0.26296843, \"1396310400000\": 0.03427823, \"1465862400000\": 0.58246144, \"1451001600000\": 0.33229631, \"1457049600000\": 0.37763681, \"1412812800000\": 0.12059858, \"1480982400000\": 0.15398433, \"1431388800000\": 0.31868929, \"1379462400000\": -0.03533063, \"1459382400000\": 0.37926188, \"1425254400000\": 0.27940805, \"1462320000000\": 0.52563968, \"1393459200000\": -0.15797379, \"1421884800000\": 0.27219226, \"1423785600000\": 0.26152163, \"1474502400000\": 0.44543007, \"1445904000000\": 0.305763, \"1471824000000\": 0.39065124, \"1381363200000\": -0.03533063, \"1411689600000\": 0.12059858, \"1490832000000\": 0.20227812, \"1425600000000\": 0.30018706, \"1381881600000\": -0.06349308, \"1482192000000\": 0.15784209, \"1490745600000\": 0.20227812, \"1489708800000\": 0.14771727, \"1387843200000\": 0.0077141, \"1464220800000\": 0.52563968, \"1419379200000\": 0.18953713, \"1481068800000\": 0.15398433, \"1470096000000\": 0.39065124, \"1400544000000\": 0.11798177, \"1483056000000\": 0.30270655, \"1448409600000\": 0.31244625, \"1478131200000\": 0.31680386, \"1447372800000\": 0.28960352, \"1466467200000\": 0.55036906, \"1454630400000\": 0.29280911, \"1425859200000\": 0.30018706, \"1375747200000\": -0.05665519, \"1426118400000\": 0.30018706, \"1489104000000\": 0.18988062, \"1373241600000\": -0.02616294, \"1386547200000\": -0.00595579, \"1404345600000\": 0.15915225, \"1484524800000\": 0.33741905, \"1458691200000\": 0.37636079, \"1386028800000\": -0.00595579, \"1454457600000\": 0.32689249, \"1398211200000\": 0.11798177, \"1477526400000\": 0.31680386, \"1422921600000\": 0.26696843, \"1384473600000\": -0.07346412, \"1374537600000\": -0.00932548, \"1427328000000\": 0.36996071, \"1426809600000\": 0.30707546, \"1372896000000\": -0.00416294, \"1397692800000\": 0.03912811, \"1484179200000\": 0.33756359, \"1404432000000\": 0.15915225, \"1437955200000\": 0.31768859, \"1379376000000\": -0.03533063, \"1416787200000\": 0.0869941, \"1394668800000\": -0.02242482, \"1417737600000\": 0.12676469, \"1473638400000\": 0.44543007, \"1394755200000\": -0.02242482, \"1462752000000\": 0.52563968, \"1434499200000\": 0.33105808, \"1374105600000\": -0.00932548, \"1411084800000\": 0.12059858, \"1425945600000\": 0.30018706, \"1426636800000\": 0.30018706, \"1448841600000\": 0.31244625, \"1454544000000\": 0.30389249, \"1423180800000\": 0.25485701, \"1488153600000\": 0.28080976, \"1383609600000\": -0.03713796, \"1453248000000\": 0.33705606, \"1479340800000\": 0.31680386, \"1468886400000\": 0.52708296, \"1421020800000\": 0.25430471, \"1403827200000\": 0.15915225, \"1385510400000\": -0.04178974, \"1487808000000\": 0.28080976, \"1488240000000\": 0.28080976, \"1392854400000\": -0.14567135, \"1406246400000\": 0.1560155, \"1432080000000\": 0.35858309, \"1376438400000\": -0.00598985, \"1418688000000\": 0.12676469, \"1443398400000\": 0.305763, \"1394150400000\": -0.08827677, \"1384387200000\": -0.07813796, \"1372636800000\": 0.0, \"1372723200000\": 0.0, \"1396396800000\": 0.03427823, \"1439856000000\": 0.22312538, \"1416441600000\": 0.0869941, \"1427241600000\": 0.36996071, \"1435881600000\": 0.33105808, \"1389830400000\": 0.0077141, \"1443052800000\": 0.305763, \"1446163200000\": 0.305763, \"1382313600000\": -0.07681415, \"1426723200000\": 0.30607546, \"1467331200000\": 0.52708296, \"1459209600000\": 0.37926188, \"1434067200000\": 0.33105808, \"1411603200000\": 0.12059858, \"1417392000000\": 0.08288029, \"1446768000000\": 0.305763, \"1462838400000\": 0.52563968, \"1424131200000\": 0.27940805, \"1457395200000\": 0.37763681, \"1413417600000\": 0.10847915, \"1428969600000\": 0.41774049, \"1438732800000\": 0.25531194, \"1460505600000\": 0.41986395, \"1441929600000\": 0.305763, \"1469491200000\": 0.44587151, \"1419984000000\": 0.18953713, \"1426204800000\": 0.30018706, \"1402012800000\": 0.05556611, \"1399334400000\": 0.11798177, \"1455753600000\": 0.28172487, \"1441843200000\": 0.305763, \"1407110400000\": 0.11073781, \"1407283200000\": 0.12059858, \"1487635200000\": 0.28080976, \"1440720000000\": 0.305763, \"1490054400000\": 0.13055658, \"1464307200000\": 0.52563968, \"1377475200000\": -0.05615959, \"1404950400000\": 0.15915225, \"1470700800000\": 0.39065124, \"1475107200000\": 0.39422366, \"1397433600000\": 0.03427823, \"1397001600000\": 0.03427823, \"1402272000000\": 0.05856611, \"1407369600000\": 0.12059858, \"1464048000000\": 0.52563968, \"1383696000000\": -0.05213796, \"1409184000000\": 0.12059858, \"1378166400000\": -0.03533063, \"1482278400000\": 0.15684209, \"1407456000000\": 0.12059858, \"1438560000000\": 0.25531194, \"1461542400000\": 0.41986395, \"1479081600000\": 0.31680386, \"1433376000000\": 0.35537299, \"1454284800000\": 0.32597439, \"1470009600000\": 0.39065124, \"1474416000000\": 0.44543007, \"1473206400000\": 0.44543007, \"1490918400000\": 0.20227812, \"1445212800000\": 0.305763, \"1383868800000\": -0.03613796, \"1424044800000\": 0.28752163, \"1459296000000\": 0.37926188, \"1433808000000\": 0.32516329, \"1465344000000\": 0.58246144, \"1388707200000\": 0.0077141, \"1482451200000\": 0.30270655, \"1393200000000\": -0.15382417, \"1465948800000\": 0.58246144, \"1442534400000\": 0.305763, \"1485388800000\": 0.29827055, \"1408924800000\": 0.12059858, \"1374796800000\": -0.00932548, \"1408060800000\": 0.12059858, \"1428537600000\": 0.41774049, \"1458777600000\": 0.37926188, \"1415577600000\": 0.0225578, \"1417478400000\": 0.07788029, \"1378944000000\": -0.03533063, \"1389312000000\": 0.0077141, \"1408406400000\": 0.12059858, \"1450310400000\": 0.33937173, \"1420502400000\": 0.25142238, \"1463702400000\": 0.52563968, \"1438646400000\": 0.25531194, \"1421712000000\": 0.25119226, \"1389052800000\": 0.0077141, \"1374624000000\": -0.00932548, \"1391040000000\": -0.06705706, \"1430265600000\": 0.31868929, \"1377129600000\": -0.00598985, \"1449014400000\": 0.31244625, \"1461888000000\": 0.41986395, \"1382054400000\": -0.06865404, \"1410480000000\": 0.12059858, \"1389916800000\": 0.0077141, \"1465257600000\": 0.58246144, \"1440547200000\": 0.305763, \"1403568000000\": 0.1084303, \"1435190400000\": 0.33105808, \"1384819200000\": -0.05562594, \"1449619200000\": 0.31244625, \"1378425600000\": -0.03533063, \"1450051200000\": 0.31537173, \"1453680000000\": 0.32597439, \"1423699200000\": 0.24874555, \"1437091200000\": 0.32396772, \"1472428800000\": 0.39065124, \"1388620800000\": 0.0077141, \"1421798400000\": 0.26019226, \"1480032000000\": 0.37355596, \"1400457600000\": 0.11798177, \"1473724800000\": 0.44543007, \"1486598400000\": 0.28811985, \"1406073600000\": 0.1600155, \"1386288000000\": -0.00595579, \"1460419200000\": 0.41986395, \"1445558400000\": 0.305763, \"1467849600000\": 0.52708296, \"1388448000000\": 0.0077141, \"1454371200000\": 0.32597439, \"1416268800000\": 0.06610394, \"1391731200000\": -0.09605706, \"1408665600000\": 0.12059858, \"1483401600000\": 0.30270655, \"1403740800000\": 0.14429242, \"1478217600000\": 0.31680386, \"1441152000000\": 0.305763, \"1383004800000\": -0.03197259, \"1427414400000\": 0.36996071, \"1438214400000\": 0.27040563, \"1479168000000\": 0.31680386, \"1376352000000\": -0.00598985, \"1446508800000\": 0.305763, \"1463616000000\": 0.52563968, \"1410825600000\": 0.12059858, \"1415836800000\": 0.02744283, \"1403136000000\": 0.1084303, \"1415923200000\": 0.03532966, \"1429747200000\": 0.34222186, \"1466035200000\": 0.58246144, \"1468800000000\": 0.52708296, \"1415059200000\": 0.08878478, \"1374710400000\": -0.00932548, \"1458086400000\": 0.35354821, \"1411344000000\": 0.12059858, \"1413763200000\": 0.12547915, \"1461628800000\": 0.41986395, \"1409702400000\": 0.12059858, \"1482710400000\": 0.30270655, \"1484092800000\": 0.29856359, \"1384128000000\": -0.05113796, \"1423094400000\": 0.25896843, \"1489449600000\": 0.18988062, \"1447113600000\": 0.305763, \"1459900800000\": 0.30196754, \"1397606400000\": 0.03427823, \"1471392000000\": 0.39065124, \"1473033600000\": 0.44543007, \"1447977600000\": 0.31244625, \"1459814400000\": 0.31206627, \"1406592000000\": 0.1020155, \"1395705600000\": -0.02242482, \"1448323200000\": 0.31244625, \"1479859200000\": 0.37355596, \"1407196800000\": 0.13373781, \"1408579200000\": 0.12059858, \"1456185600000\": 0.37763681, \"1390348800000\": -0.06974818, \"1474588800000\": 0.44543007, \"1445817600000\": 0.305763, \"1442188800000\": 0.305763, \"1438041600000\": 0.31559535, \"1471996800000\": 0.39065124, \"1453766400000\": 0.32597439, \"1463529600000\": 0.52563968, \"1466640000000\": 0.55527546, \"1480896000000\": 0.15398433, \"1436745600000\": 0.33105808, \"1387324800000\": 0.01587884, \"1414972800000\": 0.07389885, \"1456963200000\": 0.37763681, \"1413936000000\": 0.08824151, \"1430352000000\": 0.31868929, \"1476144000000\": 0.35812138, \"1417132800000\": 0.0869941, \"1470873600000\": 0.39065124, \"1484697600000\": 0.33741905, \"1442793600000\": 0.305763, \"1407715200000\": 0.12059858, \"1385424000000\": -0.03878974, \"1398643200000\": 0.11798177, \"1476662400000\": 0.31680386, \"1444780800000\": 0.305763, \"1375833600000\": -0.04582137, \"1483488000000\": 0.30270655, \"1434412800000\": 0.33105808, \"1427068800000\": 0.33907546, \"1405987200000\": 0.1480155, \"1408320000000\": 0.12059858, \"1428883200000\": 0.41774049, \"1476403200000\": 0.31680386, \"1374019200000\": -0.00932548, \"1411430400000\": 0.12059858, \"1482105600000\": 0.15398433, \"1393891200000\": -0.13497379, \"1455494400000\": 0.29280911, \"1430870400000\": 0.31868929, \"1387929600000\": 0.0077141, \"1390953600000\": -0.07590235, \"1476230400000\": 0.32701608, \"1473379200000\": 0.44543007, \"1378857600000\": -0.03533063, \"1402617600000\": 0.1084303, \"1381708800000\": -0.03533063, \"1472515200000\": 0.42253942, \"1447804800000\": 0.30852437, \"1400716800000\": 0.11798177, \"1415145600000\": 0.08478478, \"1477872000000\": 0.31680386, \"1423440000000\": 0.25485701, \"1471564800000\": 0.39065124, \"1479686400000\": 0.36367863, \"1466985600000\": 0.52708296, \"1377561600000\": -0.03533063, \"1456272000000\": 0.37763681, \"1373328000000\": -0.00932548, \"1489968000000\": 0.13055658, \"1472083200000\": 0.39065124, \"1421625600000\": 0.25219226, \"1458518400000\": 0.33645776, \"1410393600000\": 0.12059858, \"1440115200000\": 0.20985012, \"1383523200000\": -0.03413796, \"1386720000000\": -0.00595579, \"1392681600000\": -0.11851696, \"1433116800000\": 0.37437299, \"1479427200000\": 0.31680386, \"1419811200000\": 0.18953713, \"1463011200000\": 0.52563968, \"1376956800000\": -0.00598985, \"1400198400000\": 0.11798177, \"1412899200000\": 0.12059858, \"1428451200000\": 0.41774049, \"1462924800000\": 0.52563968, \"1409788800000\": 0.12059858, \"1431907200000\": 0.31758309, \"1413158400000\": 0.12059858, \"1376006400000\": -0.00598985, \"1433203200000\": 0.38037299, \"1440374400000\": 0.27285012, \"1452470400000\": 0.33229631, \"1388102400000\": 0.0077141, \"1402444800000\": 0.06856611, \"1484784000000\": 0.33741905}}'"
      }
     ],
     "trading_days": ""
    }
   ],
   "metadata": {}
  }
 ]
}